+25.9%
SWKS vs TECH
+187.6%
-161.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +12.5% | +0.1% | +12.4% | +12.5% |
| 30D | +10.5% | +0.7% | +9.8% | +10.1% |
| 3M | -7.4% | +36.3% | -43.7% | -21.8% |
| 6M | +32.7% | +25.6% | +7.1% | +14.7% |
| YTD | +19.2% | +23.7% | -4.5% | +3.3% |
| 1Y | +2.4% | +37.6% | -35.3% | -17.1% |
| 3Y | -25.6% | -6.6% | -19.0% | -30.5% |
| 5Y | -53.4% | -42.2% | -11.2% | -44.3% |
| All | +25.9% | +187.6% | -161.7% | -44.3% |
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