-37.0%
SWKS vs INDA
+9.0%
-46.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +10.9% | +3.1% | +7.8% | +7.7% |
| 30D | +17.6% | +9.1% | +8.5% | +7.7% |
| 3M | +29.2% | +3.2% | +26.0% | +24.7% |
| 6M | +37.0% | +8.5% | +28.5% | +26.3% |
| YTD | +44.9% | -4.6% | +49.6% | +51.5% |
| 1Y | +33.8% | -5.5% | +39.3% | +41.0% |
| 3Y | +10.2% | +16.7% | -6.5% | -9.3% |
| 5Y | -37.0% | +9.0% | -46.0% | -45.8% |
| All | -37.0% | +9.0% | -46.0% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling