+3,318.8%
SITM vs SWK
-7.0%
+3,325.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -1.9% |
| 7D | -0.1% | +11.3% | -11.4% | -8.0% |
| 30D | -27.4% | +31.5% | -58.9% | -40.6% |
| 3M | -35.6% | +14.4% | -50.0% | -42.3% |
| 6M | -46.6% | +46.4% | -93.1% | -59.9% |
| YTD | +25.8% | +61.6% | -35.7% | -12.4% |
| 1Y | +38.2% | +78.7% | -40.5% | -9.9% |
| 3Y | +311.5% | +54.4% | +257.1% | +183.7% |
| 5Y | +94.6% | -25.3% | +119.9% | +102.7% |
| All | +3,318.8% | -7.0% | +3,325.8% | +3,003.7% |
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