+90.9%
IT vs SWK
+21.9%
+69.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | -6.8% | -2.3% | -4.6% | -6.1% |
| 30D | -0.6% | +30.4% | -31.0% | -9.2% |
| 3M | +3.1% | +12.1% | -9.1% | -1.1% |
| 6M | +25.5% | +49.1% | -23.6% | +8.6% |
| YTD | -23.5% | +60.4% | -83.9% | -36.5% |
| 1Y | -16.6% | +78.3% | -95.0% | -33.6% |
| 3Y | -53.1% | +53.3% | -106.4% | -62.4% |
| 5Y | -41.4% | -27.0% | -14.5% | -38.5% |
| 10Y | +90.9% | +20.8% | +70.1% | +63.1% |
| All | +90.9% | +21.9% | +69.1% | +63.1% |
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