+202.8%
TER vs SWKS
-53.5%
+256.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.0% | +2.9% |
| 7D | +0.6% | +12.5% | -11.9% | -7.8% |
| 30D | -8.3% | +10.5% | -18.8% | -15.2% |
| 3M | -12.2% | -7.4% | -4.8% | -6.8% |
| 6M | +17.1% | +32.7% | -15.6% | -6.9% |
| YTD | +84.7% | +19.2% | +65.5% | +56.4% |
| 1Y | +199.9% | +2.4% | +197.5% | +184.6% |
| 3Y | +232.8% | -25.6% | +258.4% | +282.4% |
| All | +202.8% | -53.5% | +256.4% | +424.6% |
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