+20.1%
SWKS vs IR
+5.9%
+14.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.8% |
| 7D | -6.2% | +3.7% | -9.8% | -7.1% |
| 30D | -1.5% | +7.4% | -8.9% | -3.7% |
| 3M | +23.0% | -5.9% | +28.9% | +24.7% |
| 6M | +27.6% | +5.6% | +22.0% | +24.2% |
| YTD | +32.3% | +4.8% | +27.5% | +24.8% |
| 1Y | +20.1% | +6.9% | +13.2% | +11.2% |
| All | +20.1% | +5.9% | +14.2% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling