-33.1%
SITM vs SWK
+47.3%
-80.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.4% | +17.8% | +17.5% |
| 7D | -6.7% | +11.0% | -17.8% | -7.0% |
| 30D | -37.3% | +30.1% | -67.4% | -40.9% |
| 3M | -39.4% | +14.7% | -54.0% | -40.1% |
| 6M | -33.1% | +44.5% | -77.6% | -43.0% |
| All | -33.1% | +47.3% | -80.4% | -43.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling