+5.1%
SWKS vs IR
+332.9%
-327.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.9% | +6.4% |
| 7D | +5.7% | +1.1% | +4.6% | +5.0% |
| 30D | +17.3% | +7.6% | +9.7% | +12.6% |
| 3M | +28.3% | +0.1% | +28.2% | +27.4% |
| 6M | +26.1% | +14.0% | +12.1% | +16.5% |
| YTD | +41.1% | +7.5% | +33.6% | +32.2% |
| 1Y | +31.4% | +10.1% | +21.3% | +21.4% |
| 3Y | +7.3% | +24.9% | -17.6% | -7.4% |
| 5Y | -37.7% | +46.9% | -84.6% | -51.0% |
| All | +5.1% | +332.9% | -327.8% | -41.9% |
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