-41.9%
SWKS vs ACI
-41.1%
-0.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.7% |
| 7D | -2.7% | -5.9% | +3.2% | -2.1% |
| 30D | +8.5% | +7.2% | +1.3% | +7.3% |
| 3M | +17.3% | +8.8% | +8.5% | +15.5% |
| 6M | +25.1% | -17.2% | +42.3% | +27.6% |
| YTD | +33.3% | -21.3% | +54.6% | +36.9% |
| 1Y | +22.9% | -23.7% | +46.6% | +26.8% |
| 3Y | +5.5% | -32.8% | +38.4% | +10.2% |
| 5Y | -41.9% | -41.4% | -0.5% | -40.4% |
| All | -41.9% | -41.1% | -0.8% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling