-16.4%
SWKS vs ACI
+32.8%
-49.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +9.4% | +2.3% | +7.2% | +9.2% |
| 30D | +17.0% | +1.2% | +15.7% | +16.7% |
| 3M | +28.9% | +6.8% | +22.1% | +27.8% |
| 6M | +33.1% | -18.7% | +51.9% | +35.4% |
| YTD | +44.8% | -20.2% | +65.0% | +47.4% |
| 1Y | +36.2% | -23.7% | +59.9% | +39.3% |
| 3Y | +11.5% | -31.6% | +43.1% | +14.8% |
| 5Y | -37.1% | -42.8% | +5.7% | -35.2% |
| All | -16.4% | +32.8% | -49.2% | -21.6% |
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