+12.1%
SWKS vs IRE
-97.0%
+109.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.2% | +20.3% | -2.3% |
| 7D | -4.9% | -46.8% | +41.9% | -3.6% |
| 30D | -1.2% | -75.5% | +74.3% | +1.8% |
| 3M | +24.2% | -79.4% | +103.6% | +27.8% |
| 6M | +21.5% | -91.3% | +112.8% | +24.9% |
| YTD | +33.5% | -90.8% | +124.3% | +33.0% |
| 1Y | +18.9% | -97.7% | +116.6% | +22.1% |
| All | +12.1% | -97.0% | +109.1% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling