-43.7%
IT vs SWK
-23.3%
-20.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.3% |
| 7D | -18.8% | +10.7% | -29.5% | -21.0% |
| 30D | -0.1% | +33.3% | -33.4% | -7.2% |
| 3M | +2.9% | +14.7% | -11.7% | -0.9% |
| 6M | +20.4% | +48.5% | -28.1% | +8.3% |
| YTD | -24.3% | +63.9% | -88.2% | -34.4% |
| 1Y | -17.2% | +80.4% | -97.6% | -30.4% |
| 3Y | -52.4% | +58.1% | -110.5% | -60.0% |
| 5Y | -43.7% | -24.5% | -19.2% | -36.4% |
| All | -43.7% | -23.3% | -20.4% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling