+50.8%
SWKS vs TECH
+187.9%
-137.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | +17.0% | +0.5% | +16.4% | +16.7% |
| 3M | +28.9% | +1.1% | +27.8% | +28.2% |
| 6M | +33.1% | +62.8% | -29.7% | +2.6% |
| YTD | +44.8% | +24.5% | +20.3% | +25.2% |
| 1Y | +36.2% | +20.6% | +15.6% | +19.3% |
| 3Y | +11.5% | +29.5% | -18.0% | -13.5% |
| 5Y | -37.1% | -40.9% | +3.9% | -25.3% |
| All | +50.8% | +187.9% | -137.1% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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