+341.8%
SITM vs SWK
+53.8%
+288.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.7% |
| 7D | +17.2% | -2.3% | +19.5% | +19.1% |
| 30D | -17.1% | +30.4% | -47.5% | -31.5% |
| 3M | -29.2% | +12.1% | -41.3% | -35.3% |
| 6M | -47.6% | +49.1% | -96.7% | -61.1% |
| YTD | +33.8% | +60.4% | -26.7% | -7.4% |
| 1Y | +54.1% | +78.3% | -24.2% | -1.1% |
| All | +341.8% | +53.8% | +288.0% | +171.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling