+130.4%
TLT vs SWKS
+2,997.6%
-2,867.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.1% |
| 7D | +0.5% | -9.2% | +9.7% | 0.0% |
| 30D | +6.0% | -1.9% | +7.9% | +5.9% |
| 3M | -0.9% | +21.2% | -22.1% | +0.3% |
| 6M | -2.6% | +12.9% | -15.5% | -1.6% |
| YTD | -3.1% | +30.7% | -33.8% | -1.1% |
| 1Y | -4.4% | +14.1% | -18.5% | -3.1% |
| 3Y | +5.5% | -1.7% | +7.2% | +7.0% |
| 5Y | -34.7% | -43.0% | +8.3% | -35.5% |
| 10Y | -17.6% | +34.3% | -51.9% | -11.6% |
| All | +130.4% | +2,997.6% | -2,867.2% | +221.7% |
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 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