-0.5%
SWKS vs IR
+328.3%
-328.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -4.9% | +11.6% | -16.5% | -10.2% |
| 30D | -1.2% | +7.2% | -8.3% | -5.0% |
| 3M | +24.2% | -5.9% | +30.0% | +27.3% |
| 6M | +21.5% | +11.5% | +10.0% | +13.2% |
| YTD | +33.5% | +6.3% | +27.2% | +25.9% |
| 1Y | +18.9% | +9.1% | +9.8% | +10.5% |
| 3Y | +0.4% | +29.2% | -28.8% | -14.7% |
| 5Y | -44.3% | +48.2% | -92.4% | -56.2% |
| All | -0.5% | +328.3% | -328.8% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling