-26.3%
U vs SWKS
-30.8%
+4.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +24.4% | -3.1% | +27.5% | +26.5% |
| 30D | +7.4% | +8.3% | -0.9% | +1.7% |
| 3M | +16.8% | +20.2% | -3.4% | -0.3% |
| 6M | +78.8% | +24.9% | +53.8% | +41.9% |
| YTD | +14.0% | +33.2% | -19.2% | -17.9% |
| 1Y | +16.7% | +23.6% | -6.9% | -11.0% |
| 3Y | +86.4% | +1.3% | +85.1% | +41.2% |
| 5Y | -71.5% | -40.6% | -30.9% | -65.5% |
| All | -26.3% | -30.8% | +4.5% | -21.3% |
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