+45.0%
ICE vs SWKS
-53.5%
+98.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.5% |
| 7D | -0.7% | +12.5% | -13.2% | -2.3% |
| 30D | +7.6% | +10.5% | -2.9% | +6.1% |
| 3M | +13.9% | -7.4% | +21.3% | +14.8% |
| 6M | -2.4% | +32.7% | -35.0% | -7.7% |
| YTD | +0.3% | +19.2% | -18.9% | -3.8% |
| 1Y | -6.4% | +2.4% | -8.8% | -8.3% |
| 3Y | +43.1% | -25.6% | +68.7% | +44.2% |
| All | +45.0% | -53.5% | +98.5% | +53.5% |
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