+21.5%
SWKS vs IRE
-98.1%
+119.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.4% | +14.3% | +0.3% |
| 7D | +9.4% | -31.8% | +41.3% | +10.5% |
| 30D | +17.0% | -71.8% | +88.7% | +19.8% |
| 3M | +28.9% | -88.9% | +117.8% | +34.4% |
| 6M | +33.1% | -95.4% | +128.5% | +38.7% |
| YTD | +44.8% | -94.2% | +139.0% | +45.4% |
| 1Y | +36.2% | -97.1% | +133.3% | +37.7% |
| All | +21.5% | -98.1% | +119.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling