+61.0%
T vs SWKS
-1.9%
+62.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | 0.0% |
| 7D | +4.3% | -9.2% | +13.5% | +4.3% |
| 30D | -9.7% | -1.9% | -7.8% | -9.7% |
| 3M | -4.3% | +21.2% | -25.5% | -4.2% |
| 6M | -13.7% | +12.9% | -26.6% | -13.5% |
| YTD | -8.0% | +30.7% | -38.7% | -7.8% |
| 1Y | -6.9% | +14.1% | -21.1% | -6.7% |
| All | +61.0% | -1.9% | +62.9% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling