+1,872.1%
T vs SWKS
+8,307.4%
-6,435.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.5% | -2.2% |
| 7D | -1.3% | +12.5% | -13.8% | -2.0% |
| 30D | +11.4% | +10.5% | +0.9% | +10.6% |
| 3M | +14.3% | -7.4% | +21.7% | +14.6% |
| 6M | -9.3% | +32.7% | -41.9% | -11.3% |
| YTD | +7.1% | +19.2% | -12.1% | +5.3% |
| 1Y | -9.1% | +2.4% | -11.5% | -9.9% |
| 3Y | +105.3% | -25.6% | +131.0% | +105.1% |
| 5Y | +66.8% | -53.4% | +120.2% | +70.3% |
| 10Y | +66.8% | +23.2% | +43.6% | +58.2% |
| All | +1,872.1% | +8,307.4% | -6,435.3% | +1,322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling