+1,210.8%
SWK vs SIRI
-6.9%
+1,217.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +11.0% | +12.6% | -1.6% | +10.1% |
| 30D | +30.1% | +25.9% | +4.2% | +27.9% |
| 3M | +14.7% | +10.3% | +4.3% | +13.8% |
| 6M | +44.5% | +24.8% | +19.7% | +42.0% |
| YTD | +59.4% | +68.6% | -9.2% | +53.0% |
| 1Y | +77.5% | +55.9% | +21.6% | +71.4% |
| 3Y | +49.5% | -22.3% | +71.8% | +50.3% |
| 5Y | -24.9% | -38.6% | +13.7% | -24.1% |
| 10Y | +31.8% | -0.6% | +32.4% | +29.8% |
| All | +1,210.8% | -6.9% | +1,217.6% | +1,039.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling