+46.0%
SWKS vs IT
+93.0%
-47.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.2% | +3.8% | +5.1% |
| 7D | +5.7% | -6.8% | +12.5% | +8.5% |
| 30D | +17.3% | -0.6% | +17.9% | +16.3% |
| 3M | +28.3% | +3.1% | +25.2% | +23.0% |
| 6M | +26.1% | +25.5% | +0.6% | +7.4% |
| YTD | +41.1% | -23.5% | +64.6% | +48.0% |
| 1Y | +31.4% | -16.6% | +48.1% | +31.6% |
| 3Y | +7.3% | -53.1% | +60.4% | +40.5% |
| 5Y | -37.7% | -41.4% | +3.7% | -29.1% |
| 10Y | +46.0% | +90.9% | -44.9% | -18.4% |
| All | +46.0% | +93.0% | -47.0% | -18.4% |
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