+259.6%
ICE vs SWKS
+33.1%
+226.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +2.0% | -6.2% | +8.2% | +3.1% |
| 30D | +12.9% | -1.5% | +14.4% | +13.0% |
| 3M | +15.4% | +23.0% | -7.5% | +10.0% |
| 6M | +13.1% | +27.6% | -14.5% | +5.7% |
| YTD | +7.5% | +32.3% | -24.9% | -1.0% |
| 1Y | +18.3% | +20.1% | -1.8% | +11.1% |
| 3Y | +65.9% | +0.6% | +65.3% | +53.8% |
| 5Y | +35.2% | -42.3% | +77.5% | +40.1% |
| All | +259.6% | +33.1% | +226.5% | +194.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling