+3,415.8%
SITM vs SWK
-5.6%
+3,421.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.8% | +7.8% |
| 7D | +9.4% | +10.7% | -1.3% | +1.0% |
| 30D | -25.4% | +33.3% | -58.7% | -39.5% |
| 3M | -37.0% | +14.7% | -51.7% | -43.6% |
| 6M | -45.1% | +48.5% | -93.7% | -59.1% |
| YTD | +29.4% | +63.9% | -34.5% | -10.7% |
| 1Y | +39.8% | +80.4% | -40.6% | -9.4% |
| 3Y | +328.2% | +58.1% | +270.1% | +190.7% |
| 5Y | +87.4% | -24.5% | +111.9% | +93.8% |
| All | +3,415.8% | -5.6% | +3,421.4% | +3,062.8% |
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