+3,107.0%
SITM vs SWK
-8.2%
+3,115.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.4% | +17.8% | +17.7% |
| 7D | -6.7% | +11.0% | -17.8% | -14.4% |
| 30D | -37.3% | +30.1% | -67.4% | -48.4% |
| 3M | -39.4% | +14.7% | -54.0% | -45.8% |
| 6M | -33.1% | +44.5% | -77.6% | -49.4% |
| YTD | +18.0% | +59.4% | -41.3% | -17.2% |
| 1Y | +22.7% | +77.5% | -54.8% | -19.9% |
| 3Y | +283.8% | +49.5% | +234.3% | +169.9% |
| 5Y | +45.0% | -24.9% | +69.9% | +50.1% |
| All | +3,107.0% | -8.2% | +3,115.3% | +2,832.8% |
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