-14.0%
SWKS vs TE
-78.2%
+64.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.1% | +5.7% |
| 7D | +5.7% | -22.0% | +27.7% | +8.3% |
| 30D | +17.3% | -33.6% | +51.0% | +21.8% |
| 3M | +28.3% | -61.1% | +89.3% | +40.1% |
| 6M | +26.1% | -64.7% | +90.8% | +36.6% |
| YTD | +41.1% | -68.1% | +109.2% | +50.4% |
| 1Y | +31.4% | -51.7% | +83.1% | +32.1% |
| 3Y | +7.3% | +42.0% | -34.7% | -19.4% |
| 5Y | -37.7% | -80.8% | +43.1% | -39.0% |
| All | -14.0% | -78.2% | +64.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling