-53.0%
SWKS vs ACI
-42.9%
-10.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +12.5% | +0.2% | +12.3% | +12.5% |
| 30D | +10.5% | +5.9% | +4.6% | +9.5% |
| 3M | -7.4% | -19.8% | +12.4% | -5.0% |
| 6M | +32.7% | -24.7% | +57.4% | +37.1% |
| YTD | +19.2% | -24.4% | +43.6% | +23.0% |
| 1Y | +2.4% | -31.5% | +33.9% | +7.1% |
| 3Y | -25.6% | -38.7% | +13.1% | -21.4% |
| All | -53.0% | -42.9% | -10.1% | -51.6% |
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 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