+32.5%
SWKS vs XYZ
+663.2%
-630.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | -6.2% | +12.1% | -18.3% | -9.9% |
| 30D | -1.5% | +12.4% | -13.9% | -5.6% |
| 3M | +23.0% | +8.2% | +14.8% | +18.7% |
| 6M | +27.6% | +20.7% | +6.9% | +18.3% |
| YTD | +32.3% | +31.3% | +1.0% | +17.5% |
| 1Y | +20.1% | +20.5% | -0.4% | +9.1% |
| 3Y | +0.6% | +72.6% | -72.0% | -23.5% |
| 5Y | -42.3% | -64.0% | +21.7% | -35.3% |
| 10Y | +35.9% | +601.8% | -565.9% | -35.9% |
| All | +32.5% | +663.2% | -630.7% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling