+44.4%
SITM vs SWK
+87.6%
-43.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +13.1% | -22.5% | -13.2% |
| 7D | -19.5% | +17.9% | -37.4% | -24.6% |
| 30D | -43.2% | +31.9% | -75.2% | -49.7% |
| 3M | -30.8% | +16.6% | -47.4% | -35.2% |
| 6M | -28.6% | +61.1% | -89.7% | -44.5% |
| YTD | +14.2% | +64.2% | -50.0% | -14.7% |
| 1Y | +44.4% | +85.2% | -40.8% | +5.1% |
| All | +44.4% | +87.6% | -43.3% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling