+72.2%
V vs SWKS
-53.5%
+125.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.6% |
| 7D | -1.7% | +12.5% | -14.2% | -3.8% |
| 30D | +2.0% | +10.5% | -8.5% | 0.0% |
| 3M | +17.4% | -7.4% | +24.8% | +18.3% |
| 6M | +17.5% | +32.7% | -15.2% | +8.7% |
| YTD | +7.6% | +19.2% | -11.6% | +1.5% |
| 1Y | +7.7% | +2.4% | +5.3% | +4.6% |
| 3Y | +54.7% | -25.6% | +80.3% | +54.5% |
| All | +72.2% | -53.5% | +125.7% | +84.6% |
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 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