+221.5%
ICE vs SWK
+2.4%
+219.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | -0.7% | -0.4% | -0.2% | -0.6% |
| 30D | +7.6% | -5.7% | +13.3% | +9.0% |
| 3M | +13.9% | +24.1% | -10.1% | +7.9% |
| 6M | -2.4% | +24.7% | -27.1% | -8.2% |
| YTD | +0.3% | +33.9% | -33.7% | -7.7% |
| 1Y | -6.4% | +34.7% | -41.1% | -14.3% |
| 3Y | +43.1% | +15.3% | +27.8% | +31.7% |
| 5Y | +42.1% | -39.3% | +81.4% | +52.9% |
| All | +221.5% | +2.4% | +219.1% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling