+2,000.5%
SWKS vs SRE
+1,424.7%
+575.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.1% |
| 7D | -6.2% | -9.2% | +3.0% | -2.2% |
| 30D | -1.5% | -1.9% | +0.4% | -0.8% |
| 3M | +23.0% | -6.5% | +29.5% | +25.9% |
| 6M | +27.6% | -15.2% | +42.8% | +35.7% |
| YTD | +32.3% | -9.5% | +41.8% | +36.4% |
| 1Y | +20.1% | -13.2% | +33.3% | +26.1% |
| 3Y | +0.6% | +19.5% | -18.8% | -10.4% |
| 5Y | -42.3% | +43.6% | -85.9% | -53.2% |
| 10Y | +35.9% | +109.9% | -74.0% | -10.3% |
| All | +2,000.5% | +1,424.7% | +575.8% | +586.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling