+99.9%
IT vs SWK
+29.6%
+70.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | -16.9% | +11.0% | -27.9% | -19.9% |
| 30D | +2.3% | +30.1% | -27.7% | -6.4% |
| 3M | +2.9% | +14.7% | -11.8% | -2.1% |
| 6M | +25.9% | +44.5% | -18.6% | +10.1% |
| YTD | -24.6% | +59.4% | -84.0% | -37.3% |
| 1Y | -16.0% | +77.5% | -93.6% | -33.0% |
| 3Y | -51.6% | +49.5% | -101.0% | -60.8% |
| 5Y | -42.6% | -24.9% | -17.8% | -40.5% |
| All | +99.9% | +29.6% | +70.3% | +65.7% |
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