-23.6%
SWKS vs ACI
+29.9%
-53.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.5% |
| 7D | -6.2% | -2.2% | -3.9% | -6.0% |
| 30D | -1.5% | +10.3% | -11.8% | -2.6% |
| 3M | +23.0% | +7.2% | +15.8% | +21.7% |
| 6M | +27.6% | -18.0% | +45.6% | +29.5% |
| YTD | +32.3% | -22.0% | +54.3% | +35.0% |
| 1Y | +20.1% | -23.4% | +43.5% | +22.7% |
| 3Y | +0.6% | -35.8% | +36.5% | +4.3% |
| 5Y | -42.3% | -43.7% | +1.4% | -40.5% |
| All | -23.6% | +29.9% | -53.5% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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