-26.6%
U vs SWKS
-24.7%
-1.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.7% | -0.6% |
| 7D | +2.8% | +10.9% | -8.0% | -3.6% |
| 30D | +7.6% | +17.6% | -10.0% | -3.2% |
| 3M | +12.7% | +29.2% | -16.5% | -8.1% |
| 6M | +87.0% | +37.0% | +50.0% | +40.6% |
| YTD | +13.6% | +44.9% | -31.3% | -22.5% |
| 1Y | +25.3% | +33.8% | -8.5% | -9.0% |
| 3Y | +85.8% | +10.2% | +75.6% | +33.3% |
| 5Y | -74.5% | -37.0% | -37.5% | -70.4% |
| All | -26.6% | -24.7% | -1.9% | -25.7% |
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