-16.4%
SWKS vs INDA
+10.1%
-26.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +3.3% |
| 7D | +11.8% | -1.0% | +12.8% | +12.8% |
| 30D | +6.7% | -2.5% | +9.3% | +9.2% |
| 3M | 0.0% | +4.0% | -4.0% | -3.1% |
| 6M | +38.7% | -1.8% | +40.5% | +40.7% |
| YTD | +21.4% | -9.2% | +30.5% | +32.5% |
| 1Y | +2.9% | -7.2% | +10.1% | +9.4% |
| 3Y | -16.4% | +9.8% | -26.2% | -27.2% |
| All | -16.4% | +10.1% | -26.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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