-11.2%
SWKS vs IR
+288.5%
-299.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +2.9% |
| 7D | +12.5% | -2.8% | +15.3% | +14.1% |
| 30D | +10.5% | -15.1% | +25.6% | +19.9% |
| 3M | -7.4% | +6.1% | -13.5% | -10.8% |
| 6M | +32.7% | -16.8% | +49.5% | +43.3% |
| YTD | +19.2% | -3.5% | +22.7% | +18.6% |
| 1Y | +2.4% | -3.5% | +5.9% | +1.6% |
| 3Y | -25.6% | +9.5% | -35.1% | -31.2% |
| 5Y | -53.4% | +45.1% | -98.5% | -62.7% |
| All | -11.2% | +288.5% | -299.7% | -47.9% |
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