-25.2%
SWKS vs XYZ
+42.3%
-67.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.7% |
| 7D | +12.5% | -1.0% | +13.5% | +12.7% |
| 30D | +10.5% | -1.7% | +12.2% | +10.8% |
| 3M | -7.4% | +16.7% | -24.1% | -11.4% |
| 6M | +32.7% | +26.9% | +5.8% | +23.3% |
| YTD | +19.2% | +27.1% | -8.0% | +9.6% |
| 1Y | +2.4% | +9.3% | -6.9% | -1.9% |
| All | -25.2% | +42.3% | -67.5% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling