-2.6%
SWKS vs IR
+316.5%
-319.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.7% |
| 7D | -9.2% | +2.3% | -11.5% | -10.3% |
| 30D | -1.9% | +3.3% | -5.2% | -3.9% |
| 3M | +21.2% | -9.0% | +30.3% | +26.5% |
| 6M | +12.9% | +8.0% | +4.9% | +6.8% |
| YTD | +30.7% | +3.4% | +27.3% | +25.1% |
| 1Y | +14.1% | +4.5% | +9.6% | +8.4% |
| 3Y | -1.7% | +25.6% | -27.3% | -15.2% |
| 5Y | -43.0% | +43.8% | -86.8% | -54.6% |
| All | -2.6% | +316.5% | -319.0% | -45.0% |
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