-39.4%
SITM vs SWK
+12.5%
-51.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.4% | +17.8% | +17.3% |
| 7D | -6.7% | +11.0% | -17.8% | -3.1% |
| 30D | -37.3% | +30.1% | -67.4% | -38.3% |
| 3M | -39.4% | +14.7% | -54.0% | -34.8% |
| All | -39.4% | +12.5% | -51.8% | -34.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling