+8,981.9%
SWKS vs CI
+8,260.6%
+721.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -3.9% |
| 7D | -4.9% | +3.5% | -8.5% | -5.9% |
| 30D | -1.2% | +12.6% | -13.8% | -4.6% |
| 3M | +24.2% | +12.1% | +12.1% | +19.8% |
| 6M | +21.5% | +10.6% | +10.9% | +16.8% |
| YTD | +33.5% | +12.8% | +20.6% | +27.4% |
| 1Y | +18.9% | +18.0% | +0.9% | +11.9% |
| 3Y | +0.4% | +4.2% | -3.8% | -5.0% |
| 5Y | -44.3% | +57.2% | -101.5% | -53.9% |
| 10Y | +37.1% | +179.3% | -142.2% | -5.8% |
| All | +8,981.9% | +8,260.6% | +721.4% | +3,184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling