-43.6%
SWKS vs ACI
-43.3%
-0.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.6% |
| 7D | -6.2% | -2.2% | -3.9% | -6.0% |
| 30D | -1.5% | +10.3% | -11.8% | -3.0% |
| 3M | +23.0% | +7.2% | +15.8% | +21.4% |
| 6M | +27.6% | -18.0% | +45.6% | +30.3% |
| YTD | +32.3% | -22.0% | +54.3% | +36.0% |
| 1Y | +20.1% | -23.4% | +43.5% | +23.8% |
| 3Y | +0.6% | -35.8% | +36.5% | +5.9% |
| All | -43.6% | -43.3% | -0.2% | -42.1% |
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