+6,429.7%
IT vs SWK
+1,268.9%
+5,160.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.4% |
| 7D | -12.0% | +11.3% | -23.2% | -15.7% |
| 30D | +7.1% | +28.1% | -21.0% | -2.6% |
| 3M | +6.3% | +12.6% | -6.3% | +1.2% |
| 6M | +32.5% | +51.7% | -19.2% | +11.7% |
| YTD | -21.5% | +60.0% | -81.5% | -36.3% |
| 1Y | -16.5% | +72.7% | -89.1% | -34.4% |
| 3Y | -48.8% | +46.3% | -95.1% | -59.2% |
| 5Y | -40.2% | -24.6% | -15.6% | -40.4% |
| 10Y | +112.1% | +32.2% | +79.8% | +56.6% |
| All | +6,429.7% | +1,268.9% | +5,160.7% | +1,961.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling