+369.0%
SITM vs SWK
+15.2%
+353.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.7% | +5.9% |
| 7D | +9.7% | -0.4% | +10.2% | +10.1% |
| 30D | +12.7% | -5.7% | +18.4% | +16.9% |
| 3M | -13.4% | +24.1% | -37.5% | -26.4% |
| 6M | +59.6% | +24.7% | +34.9% | +34.8% |
| YTD | +73.3% | +33.9% | +39.4% | +37.3% |
| 1Y | +165.5% | +34.7% | +130.9% | +108.4% |
| All | +369.0% | +15.2% | +353.8% | +278.3% |
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