-53.0%
SWKS vs XYZ
-69.4%
+16.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.7% |
| 7D | +12.5% | -1.0% | +13.5% | +12.8% |
| 30D | +10.5% | -1.7% | +12.2% | +10.8% |
| 3M | -7.4% | +16.7% | -24.1% | -11.8% |
| 6M | +32.7% | +26.9% | +5.8% | +22.4% |
| YTD | +19.2% | +27.1% | -8.0% | +8.5% |
| 1Y | +2.4% | +9.3% | -6.9% | -2.8% |
| 3Y | -25.6% | +42.3% | -67.9% | -39.3% |
| All | -53.0% | -69.4% | +16.3% | -45.0% |
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 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