-37.7%
SWKS vs TPR
+238.0%
-275.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.7% | +7.6% | +6.5% |
| 7D | +5.7% | +6.4% | -0.7% | +3.2% |
| 30D | +17.3% | +13.8% | +3.6% | +11.5% |
| 3M | +28.3% | -16.6% | +44.9% | +35.1% |
| 6M | +26.1% | +0.7% | +25.4% | +23.6% |
| YTD | +41.1% | +5.3% | +35.8% | +33.9% |
| 1Y | +31.4% | +32.4% | -0.9% | +13.7% |
| 3Y | +7.3% | +406.4% | -399.1% | -53.5% |
| 5Y | -37.7% | +227.9% | -265.6% | -68.7% |
| All | -37.7% | +238.0% | -275.7% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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