-41.9%
SWKS vs IR
+51.1%
-93.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -2.1% |
| 7D | -2.7% | +5.0% | -7.8% | -5.7% |
| 30D | +8.5% | +10.3% | -1.8% | +1.7% |
| 3M | +17.3% | -0.1% | +17.4% | +16.6% |
| 6M | +25.1% | +14.8% | +10.4% | +12.8% |
| YTD | +33.3% | +9.7% | +23.6% | +20.7% |
| 1Y | +22.9% | +12.2% | +10.7% | +9.3% |
| 3Y | +5.5% | +30.0% | -24.4% | -18.4% |
| 5Y | -41.9% | +46.8% | -88.7% | -61.4% |
| All | -41.9% | +51.1% | -93.0% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling