+43.2%
TER vs SWKS
+14.2%
+29.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.9% | -3.9% | -5.3% |
| 7D | -19.9% | -4.9% | -14.9% | -17.6% |
| 30D | -43.5% | -1.2% | -42.4% | -43.2% |
| 3M | -37.8% | +24.2% | -61.9% | -46.2% |
| 6M | -25.6% | +21.5% | -47.0% | -34.0% |
| YTD | +29.8% | +33.5% | -3.7% | +9.5% |
| 1Y | +43.2% | +18.9% | +24.3% | +39.0% |
| All | +43.2% | +14.2% | +29.0% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling