-68.4%
U vs SWKS
-42.6%
-25.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +4.8% |
| 7D | +36.6% | -6.2% | +42.7% | +41.5% |
| 30D | +13.3% | -1.5% | +14.8% | +13.4% |
| 3M | +26.2% | +23.0% | +3.2% | +5.7% |
| 6M | +88.7% | +27.6% | +61.1% | +46.5% |
| YTD | +16.6% | +32.3% | -15.7% | -16.7% |
| 1Y | +29.0% | +20.1% | +8.8% | -0.3% |
| 3Y | +99.5% | +0.6% | +98.8% | +44.7% |
| All | -68.4% | -42.6% | -25.8% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling