+7.9%
SWKS vs IR
+332.9%
-325.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.4% | +2.5% | +6.9% | +8.0% |
| 30D | +17.0% | +9.2% | +7.8% | +11.5% |
| 3M | +28.9% | +0.9% | +28.0% | +27.6% |
| 6M | +33.1% | +19.2% | +13.9% | +20.2% |
| YTD | +44.8% | +7.5% | +37.3% | +35.7% |
| 1Y | +36.2% | +11.7% | +24.5% | +24.9% |
| 3Y | +11.5% | +23.9% | -12.4% | -3.4% |
| 5Y | -37.1% | +46.4% | -83.4% | -50.4% |
| All | +7.9% | +332.9% | -325.0% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling