-36.5%
SWKS vs XYZ
-63.1%
+26.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.9% |
| 7D | +9.4% | -1.1% | +10.5% | +9.6% |
| 30D | +17.0% | +11.5% | +5.5% | +12.6% |
| 3M | +28.9% | +1.8% | +27.1% | +27.0% |
| 6M | +33.1% | +21.2% | +11.9% | +23.9% |
| YTD | +44.8% | +29.9% | +14.8% | +29.9% |
| 1Y | +36.2% | +35.8% | +0.4% | +20.1% |
| 3Y | +11.5% | +62.6% | -51.1% | -13.0% |
| All | -36.5% | -63.1% | +26.5% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling