+99.5%
U vs SWKS
-0.7%
+100.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.1% |
| 7D | +36.6% | -6.2% | +42.7% | +39.1% |
| 30D | +13.3% | -1.5% | +14.8% | +13.4% |
| 3M | +26.2% | +23.0% | +3.2% | +15.3% |
| 6M | +88.7% | +27.6% | +61.1% | +66.3% |
| YTD | +16.6% | +32.3% | -15.7% | -1.3% |
| 1Y | +29.0% | +20.1% | +8.8% | +14.5% |
| 3Y | +99.5% | +0.6% | +98.8% | +53.6% |
| All | +99.5% | -0.7% | +100.2% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling