-43.6%
SWKS vs TGT
-26.9%
-16.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -6.2% | +2.6% | -8.8% | -7.2% |
| 30D | -1.5% | +5.0% | -6.4% | -3.5% |
| 3M | +23.0% | +8.5% | +14.4% | +18.3% |
| 6M | +27.6% | +23.8% | +3.8% | +15.6% |
| YTD | +32.3% | +66.5% | -34.2% | +5.6% |
| 1Y | +20.1% | +84.9% | -64.8% | -8.4% |
| 3Y | +0.6% | +59.2% | -58.6% | -23.4% |
| All | -43.6% | -26.9% | -16.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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