+21.5%
SWKS vs CI
+9.1%
+12.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -1.8% |
| 7D | -4.9% | +3.5% | -8.5% | -3.8% |
| 30D | -1.2% | +12.6% | -13.8% | +3.3% |
| 3M | +24.2% | +12.1% | +12.1% | +29.7% |
| 6M | +21.5% | +10.6% | +10.9% | +29.9% |
| All | +21.5% | +9.1% | +12.3% | +29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling