+4,608.4%
SITM vs SWK
-22.9%
+4,631.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.7% | +6.0% |
| 7D | +9.7% | -0.4% | +10.2% | +10.1% |
| 30D | +12.7% | -5.7% | +18.4% | +16.8% |
| 3M | -13.4% | +24.1% | -37.5% | -25.8% |
| 6M | +59.6% | +24.7% | +34.9% | +36.3% |
| YTD | +73.3% | +33.9% | +39.4% | +39.5% |
| 1Y | +165.5% | +34.7% | +130.9% | +111.9% |
| 3Y | +368.7% | +15.3% | +353.4% | +299.4% |
| 5Y | +172.5% | -39.3% | +211.8% | +229.9% |
| All | +4,608.4% | -22.9% | +4,631.3% | +4,841.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling