+37.8%
SWKS vs XYZ
+635.9%
-598.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.9% |
| 7D | -3.1% | +12.6% | -15.8% | -7.3% |
| 30D | +8.3% | +10.8% | -2.5% | +4.1% |
| 3M | +20.2% | +8.4% | +11.9% | +15.8% |
| 6M | +24.9% | +14.3% | +10.6% | +17.6% |
| YTD | +33.2% | +31.5% | +1.7% | +17.7% |
| 1Y | +23.6% | +28.1% | -4.5% | +9.7% |
| 3Y | +1.3% | +66.2% | -64.9% | -23.0% |
| 5Y | -40.6% | -62.3% | +21.7% | -33.8% |
| All | +37.8% | +635.9% | -598.0% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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