+54.1%
T vs SWKS
+37.5%
+16.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +1.7% | -2.7% | +4.4% | +2.0% |
| 30D | -1.7% | +8.5% | -10.2% | -2.7% |
| 3M | -7.3% | +17.3% | -24.6% | -9.5% |
| 6M | -11.2% | +25.1% | -36.3% | -14.6% |
| YTD | -8.1% | +33.3% | -41.4% | -12.8% |
| 1Y | -8.0% | +22.9% | -30.9% | -11.8% |
| 3Y | +62.1% | +5.5% | +56.6% | +52.8% |
| 5Y | +55.7% | -41.9% | +97.6% | +60.1% |
| 10Y | +54.1% | +32.4% | +21.7% | +25.4% |
| All | +54.1% | +37.5% | +16.6% | +25.4% |
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