+85.4%
SITM vs SWK
-27.2%
+112.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.8% |
| 7D | +17.2% | -2.3% | +19.5% | +19.3% |
| 30D | -17.1% | +30.4% | -47.5% | -32.5% |
| 3M | -29.2% | +12.1% | -41.3% | -36.0% |
| 6M | -47.6% | +49.1% | -96.7% | -61.7% |
| YTD | +33.8% | +60.4% | -26.7% | -8.8% |
| 1Y | +54.1% | +78.3% | -24.2% | -2.6% |
| 3Y | +337.6% | +53.3% | +284.2% | +189.5% |
| All | +85.4% | -27.2% | +112.6% | +88.6% |
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