+343.5%
SWKS vs INDA
+119.4%
+224.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | 0.0% |
| 7D | -6.2% | +6.6% | -12.8% | -10.5% |
| 30D | -1.5% | +10.4% | -11.9% | -8.4% |
| 3M | +23.0% | +1.5% | +21.4% | +21.2% |
| 6M | +27.6% | +1.7% | +25.9% | +25.9% |
| YTD | +32.3% | -5.8% | +38.2% | +37.5% |
| 1Y | +20.1% | -5.1% | +25.2% | +24.0% |
| 3Y | +0.6% | +16.0% | -15.3% | -9.6% |
| 5Y | -42.3% | +9.3% | -51.6% | -45.6% |
| 10Y | +35.9% | +102.1% | -66.2% | -15.0% |
| All | +343.5% | +119.4% | +224.1% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling