+19.3%
SWKS vs XYZ
+638.9%
-619.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.8% |
| 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% | -12.1% |
| 6M | +32.7% | +26.9% | +5.8% | +21.9% |
| YTD | +19.2% | +27.1% | -8.0% | +7.9% |
| 1Y | +2.4% | +9.3% | -6.9% | -3.3% |
| 3Y | -25.6% | +42.3% | -67.9% | -39.6% |
| 5Y | -53.4% | -69.3% | +15.9% | -44.7% |
| 10Y | +23.2% | +586.8% | -563.6% | -40.9% |
| All | +19.3% | +638.9% | -619.6% | -47.8% |
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