+0.6%
SWKS vs IR
+27.4%
-26.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.4% |
| 7D | -6.2% | +3.7% | -9.8% | -8.1% |
| 30D | -1.5% | +7.4% | -8.9% | -5.7% |
| 3M | +23.0% | -5.9% | +28.9% | +26.6% |
| 6M | +27.6% | +5.6% | +22.0% | +21.9% |
| YTD | +32.3% | +4.8% | +27.5% | +23.6% |
| 1Y | +20.1% | +6.9% | +13.2% | +10.4% |
| 3Y | +0.6% | +27.6% | -26.9% | -21.1% |
| All | +0.6% | +27.4% | -26.7% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling