-22.9%
SWKS vs ACI
+39.5%
-62.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -3.2% |
| 7D | -4.9% | +4.5% | -9.4% | -5.4% |
| 30D | -1.2% | +20.9% | -22.0% | -3.1% |
| 3M | +24.2% | +15.2% | +8.9% | +22.1% |
| 6M | +21.5% | -13.3% | +34.8% | +22.8% |
| YTD | +33.5% | -16.2% | +49.7% | +35.3% |
| 1Y | +18.9% | -16.9% | +35.8% | +20.6% |
| 3Y | +0.4% | -30.8% | +31.2% | +3.3% |
| 5Y | -44.3% | -39.4% | -4.9% | -42.9% |
| All | -22.9% | +39.5% | -62.5% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling