+32.4%
SWKS vs TECH
+204.1%
-171.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -2.7% | +0.2% | -3.0% | -2.8% |
| 30D | +8.5% | +0.5% | +8.0% | +8.2% |
| 3M | +17.3% | +0.9% | +16.4% | +16.8% |
| 6M | +25.1% | +51.0% | -25.9% | -0.1% |
| YTD | +33.3% | +24.4% | +9.0% | +15.4% |
| 1Y | +22.9% | +27.6% | -4.7% | +4.5% |
| 3Y | +5.5% | +29.9% | -24.4% | -18.3% |
| 5Y | -41.9% | -40.6% | -1.3% | -31.3% |
| 10Y | +32.4% | +196.7% | -164.3% | -37.8% |
| All | +32.4% | +204.1% | -171.7% | -37.8% |
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