+9.7%
SWKS vs IRE
-98.0%
+107.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -33.9% | +31.9% | -1.1% |
| 7D | -9.2% | -57.1% | +48.0% | -7.4% |
| 30D | -1.9% | -84.4% | +82.5% | +2.2% |
| 3M | +21.2% | -85.0% | +106.2% | +25.7% |
| 6M | +12.9% | -95.2% | +108.1% | +17.6% |
| YTD | +30.7% | -93.9% | +124.7% | +31.5% |
| 1Y | +14.1% | -98.8% | +113.0% | +19.7% |
| All | +9.7% | -98.0% | +107.8% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling