+886.2%
TER vs SWKS
+33.1%
+853.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.7% |
| 7D | -20.5% | -6.2% | -14.3% | -16.5% |
| 30D | -47.0% | -1.5% | -45.5% | -46.5% |
| 3M | -43.3% | +23.0% | -66.2% | -52.4% |
| 6M | -42.9% | +27.6% | -70.5% | -53.4% |
| YTD | +12.9% | +32.3% | -19.4% | -13.0% |
| 1Y | +18.2% | +20.1% | -2.0% | -1.9% |
| 3Y | +151.8% | +0.6% | +151.1% | +123.2% |
| 5Y | +54.2% | -42.3% | +96.5% | +106.7% |
| All | +886.2% | +33.1% | +853.1% | +687.7% |
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 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