-36.5%
SWKS vs TE
-82.5%
+46.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.2% |
| 7D | +9.4% | -19.1% | +28.5% | +11.7% |
| 30D | +17.0% | -34.1% | +51.1% | +21.5% |
| 3M | +28.9% | -60.1% | +89.1% | +40.3% |
| 6M | +33.1% | -66.0% | +99.1% | +44.7% |
| YTD | +44.8% | -71.4% | +116.2% | +55.9% |
| 1Y | +36.2% | -45.3% | +81.5% | +35.2% |
| 3Y | +11.5% | +9.1% | +2.3% | -12.8% |
| All | -36.5% | -82.5% | +46.0% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling