+172.1%
SITM vs SWK
-38.7%
+210.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.0% |
| 3M | -13.4% | +24.1% | -37.5% | -26.5% |
| 6M | +59.6% | +24.7% | +34.9% | +34.9% |
| YTD | +73.3% | +33.9% | +39.4% | +37.5% |
| 1Y | +165.5% | +34.7% | +130.9% | +108.6% |
| 3Y | +368.7% | +15.3% | +353.4% | +289.1% |
| All | +172.1% | -38.7% | +210.9% | +196.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling