-25.2%
SWKS vs CI
+7.7%
-33.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | +12.5% | +1.3% | +11.2% | +12.4% |
| 30D | +10.5% | +4.4% | +6.1% | +10.0% |
| 3M | -7.4% | +0.7% | -8.0% | -7.6% |
| 6M | +32.7% | +0.3% | +32.3% | +32.0% |
| YTD | +19.2% | +3.8% | +15.3% | +18.1% |
| 1Y | +2.4% | -5.5% | +7.9% | +2.6% |
| All | -25.2% | +7.7% | -33.0% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling