-18.7%
SWKS vs TE
-76.6%
+57.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.7% | +1.1% |
| 7D | -2.7% | -10.5% | +7.8% | -1.8% |
| 30D | +8.5% | -32.4% | +40.9% | +12.5% |
| 3M | +17.3% | -60.9% | +78.1% | +28.1% |
| 6M | +25.1% | -62.8% | +87.9% | +34.9% |
| YTD | +33.3% | -65.7% | +99.1% | +41.1% |
| 1Y | +22.9% | -39.9% | +62.8% | +20.4% |
| 3Y | +5.5% | +10.6% | -5.1% | -17.8% |
| 5Y | -41.9% | -79.7% | +37.8% | -43.4% |
| All | -18.7% | -76.6% | +57.9% | -20.1% |
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