-23.1%
SWKS vs ACI
+34.0%
-57.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -3.1% | -0.6% | -2.5% | -3.1% |
| 30D | +8.3% | +9.5% | -1.2% | +7.2% |
| 3M | +20.2% | +10.1% | +10.1% | +18.8% |
| 6M | +24.9% | -15.4% | +40.3% | +26.5% |
| YTD | +33.2% | -19.5% | +52.7% | +35.4% |
| 1Y | +23.6% | -21.0% | +44.6% | +25.9% |
| 3Y | +1.3% | -31.2% | +32.4% | +4.2% |
| 5Y | -40.6% | -40.6% | 0.0% | -39.0% |
| All | -23.1% | +34.0% | -57.1% | -27.9% |
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