+50.4%
TER vs SWKS
-44.4%
+94.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.1% | -13.2% | -13.8% |
| 7D | -28.2% | -9.2% | -19.0% | -22.8% |
| 30D | -50.6% | -1.9% | -48.7% | -49.9% |
| 3M | -45.3% | +21.2% | -66.6% | -53.8% |
| 6M | -40.4% | +12.9% | -53.3% | -47.4% |
| YTD | +10.0% | +30.7% | -20.7% | -14.7% |
| 1Y | +13.6% | +14.1% | -0.5% | -2.1% |
| 3Y | +145.2% | -1.7% | +146.9% | +118.2% |
| 5Y | +50.4% | -43.0% | +93.4% | +112.4% |
| All | +50.4% | -44.4% | +94.8% | +112.4% |
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