+67.7%
T vs SWKS
-53.5%
+121.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.5% | -2.1% |
| 7D | -1.3% | +12.5% | -13.8% | -1.8% |
| 30D | +11.4% | +10.5% | +0.9% | +10.9% |
| 3M | +14.3% | -7.4% | +21.7% | +14.6% |
| 6M | -9.3% | +32.7% | -41.9% | -10.9% |
| YTD | +7.1% | +19.2% | -12.1% | +5.7% |
| 1Y | -9.1% | +2.4% | -11.5% | -9.6% |
| 3Y | +105.3% | -25.6% | +131.0% | +105.7% |
| All | +67.7% | -53.5% | +121.2% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling