+55.5%
T vs SWKS
+33.1%
+22.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +1.0% | -6.2% | +7.2% | +1.8% |
| 30D | -10.6% | -1.5% | -9.1% | -10.5% |
| 3M | -7.7% | +23.0% | -30.7% | -10.4% |
| 6M | -13.3% | +27.6% | -40.9% | -16.9% |
| YTD | -8.8% | +32.3% | -41.1% | -13.4% |
| 1Y | -8.4% | +20.1% | -28.5% | -11.9% |
| 3Y | +59.6% | +0.6% | +59.0% | +51.7% |
| 5Y | +52.1% | -42.3% | +94.4% | +56.5% |
| All | +55.5% | +33.1% | +22.4% | +26.5% |
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