-40.2%
IT vs SWK
-38.7%
-1.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.8% |
| 7D | -6.0% | -0.4% | -5.6% | -5.9% |
| 30D | 0.0% | -5.7% | +5.7% | +1.4% |
| 3M | +13.1% | +24.1% | -11.0% | +6.7% |
| 6M | +11.7% | +24.7% | -13.0% | +4.6% |
| YTD | -26.1% | +33.9% | -60.0% | -32.5% |
| 1Y | -21.3% | +34.7% | -55.9% | -28.5% |
| 3Y | -46.7% | +15.3% | -62.0% | -51.2% |
| All | -40.2% | -38.7% | -1.5% | -31.4% |
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