+89.1%
U vs SWKS
-1.9%
+91.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.1% | +17.0% | +15.6% |
| 7D | +24.3% | -9.2% | +33.5% | +27.9% |
| 30D | +8.6% | -1.9% | +10.5% | +8.8% |
| 3M | +37.6% | +21.2% | +16.4% | +26.3% |
| 6M | +78.5% | +12.9% | +65.6% | +64.4% |
| YTD | +10.5% | +30.7% | -20.3% | -6.1% |
| 1Y | +15.2% | +14.1% | +1.1% | +4.7% |
| All | +89.1% | -1.9% | +91.0% | +46.1% |
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