-28.6%
U vs SWKS
-32.1%
+3.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.1% | +17.0% | +16.2% |
| 7D | +24.3% | -9.2% | +33.5% | +31.3% |
| 30D | +8.6% | -1.9% | +10.5% | +8.9% |
| 3M | +37.6% | +21.2% | +16.4% | +16.6% |
| 6M | +78.5% | +12.9% | +65.6% | +51.0% |
| YTD | +10.5% | +30.7% | -20.3% | -19.6% |
| 1Y | +15.2% | +14.1% | +1.1% | -6.8% |
| 3Y | +76.6% | -1.7% | +78.3% | +37.0% |
| 5Y | -67.9% | -43.0% | -24.9% | -60.3% |
| All | -28.6% | -32.1% | +3.5% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling