+20.8%
SWK vs SIRI
-4.5%
+25.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.3% | -2.6% | +0.3% | -1.4% |
| 30D | +30.4% | +22.2% | +8.2% | +22.0% |
| 3M | +12.1% | +14.1% | -1.9% | +7.0% |
| 6M | +49.1% | +22.5% | +26.6% | +38.3% |
| YTD | +60.4% | +67.9% | -7.4% | +32.6% |
| 1Y | +78.3% | +54.6% | +23.7% | +51.6% |
| 3Y | +53.3% | -21.3% | +74.6% | +54.9% |
| 5Y | -27.0% | -40.4% | +13.4% | -24.5% |
| 10Y | +20.8% | -6.2% | +27.1% | +6.2% |
| All | +20.8% | -4.5% | +25.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling