+32.1%
SWKS vs IT
+100.5%
-68.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +2.7% |
| 7D | -6.2% | -16.9% | +10.8% | 0.0% |
| 30D | -1.5% | +2.3% | -3.8% | -3.6% |
| 3M | +23.0% | +2.9% | +20.1% | +17.8% |
| 6M | +27.6% | +25.9% | +1.8% | +8.2% |
| YTD | +32.3% | -24.6% | +57.0% | +39.5% |
| 1Y | +20.1% | -16.0% | +36.2% | +19.5% |
| 3Y | +0.6% | -51.6% | +52.2% | +29.1% |
| 5Y | -42.3% | -42.6% | +0.3% | -33.8% |
| All | +32.1% | +100.5% | -68.4% | -28.0% |
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