-43.6%
SWKS vs CI
+49.9%
-93.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.6% |
| 7D | -6.2% | -1.6% | -4.6% | -5.9% |
| 30D | -1.5% | +5.4% | -6.9% | -2.5% |
| 3M | +23.0% | +7.3% | +15.7% | +21.2% |
| 6M | +27.6% | +5.3% | +22.3% | +25.6% |
| YTD | +32.3% | +8.5% | +23.8% | +29.2% |
| 1Y | +20.1% | +17.1% | +3.0% | +15.3% |
| 3Y | +0.6% | +1.4% | -0.8% | -2.3% |
| All | -43.6% | +49.9% | -93.4% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling