+27.6%
SWKS vs IT
+103.9%
-76.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +5.4% |
| 7D | +12.5% | -6.0% | +18.5% | +15.1% |
| 30D | +10.5% | 0.0% | +10.5% | +9.7% |
| 3M | -7.4% | +13.1% | -20.5% | -14.6% |
| 6M | +32.7% | +11.7% | +21.0% | +20.6% |
| YTD | +19.2% | -26.1% | +45.3% | +29.7% |
| 1Y | +2.4% | -21.3% | +23.6% | +7.1% |
| 3Y | -25.6% | -46.7% | +21.1% | -8.2% |
| 5Y | -53.4% | -40.5% | -12.9% | -46.6% |
| All | +27.6% | +103.9% | -76.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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