+1,189.9%
SWK vs SIRI
-8.8%
+1,198.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -2.0% | -3.7% | +1.7% | -1.7% |
| 30D | +24.6% | +20.4% | +4.2% | +22.9% |
| 3M | +10.8% | +12.5% | -1.7% | +9.8% |
| 6M | +46.1% | +23.4% | +22.6% | +43.7% |
| YTD | +56.8% | +65.2% | -8.3% | +50.8% |
| 1Y | +72.7% | +52.4% | +20.4% | +67.0% |
| 3Y | +49.9% | -22.6% | +72.5% | +50.8% |
| 5Y | -30.9% | -41.7% | +10.8% | -29.9% |
| 10Y | +18.1% | -7.8% | +25.9% | +16.9% |
| All | +1,189.9% | -8.8% | +1,198.6% | +1,022.7% |
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