+62.5%
T vs SWKS
+49.3%
+13.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.5% | +9.4% | -6.9% | +1.4% |
| 30D | -3.8% | +17.0% | -20.7% | -5.6% |
| 3M | -8.7% | +28.9% | -37.7% | -11.9% |
| 6M | -8.1% | +33.1% | -41.3% | -12.2% |
| YTD | -6.4% | +44.8% | -51.2% | -12.1% |
| 1Y | -9.8% | +36.2% | -46.0% | -14.6% |
| 3Y | +65.5% | +11.5% | +54.0% | +55.3% |
| 5Y | +57.0% | -37.1% | +94.0% | +59.9% |
| All | +62.5% | +49.3% | +13.2% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling