+65.7%
T vs SWKS
+23.7%
+41.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.5% | -2.4% |
| 7D | -1.3% | +12.5% | -13.8% | -2.7% |
| 30D | +11.4% | +10.5% | +0.9% | +9.9% |
| 3M | +14.3% | -7.4% | +21.7% | +14.9% |
| 6M | -9.3% | +32.7% | -41.9% | -13.5% |
| YTD | +7.1% | +19.2% | -12.1% | +3.3% |
| 1Y | -9.1% | +2.4% | -11.5% | -10.7% |
| 3Y | +105.3% | -25.6% | +131.0% | +105.6% |
| 5Y | +66.8% | -53.4% | +120.2% | +78.4% |
| All | +65.7% | +23.7% | +41.9% | +32.8% |
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