+59.1%
T vs SWKS
+35.1%
+23.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | -3.1% | +5.7% | +2.9% |
| 30D | -1.1% | +8.3% | -9.4% | -2.1% |
| 3M | -7.7% | +20.2% | -28.0% | -10.2% |
| 6M | -10.6% | +24.9% | -35.6% | -14.0% |
| YTD | -7.5% | +33.2% | -40.6% | -12.2% |
| 1Y | -7.4% | +23.6% | -31.0% | -11.3% |
| 3Y | +63.1% | +1.3% | +61.8% | +54.9% |
| 5Y | +55.2% | -40.6% | +95.8% | +58.8% |
| All | +59.1% | +35.1% | +23.9% | +30.0% |
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