+20.1%
SWKS vs CI
+15.7%
+4.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.1% |
| 7D | -6.2% | -1.6% | -4.6% | -6.2% |
| 30D | -1.5% | +5.4% | -6.9% | -1.4% |
| 3M | +23.0% | +7.3% | +15.7% | +23.0% |
| 6M | +27.6% | +5.3% | +22.3% | +27.1% |
| YTD | +32.3% | +8.5% | +23.8% | +31.7% |
| 1Y | +20.1% | +17.1% | +3.0% | +18.9% |
| All | +20.1% | +15.7% | +4.5% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling