-17.1%
SWKS vs IT
-46.7%
+29.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.5% |
| 7D | +12.5% | -6.0% | +18.5% | +13.9% |
| 30D | +10.5% | 0.0% | +10.5% | +10.1% |
| 3M | -7.4% | +13.1% | -20.5% | -10.8% |
| 6M | +32.7% | +11.7% | +21.0% | +26.8% |
| YTD | +19.2% | -26.1% | +45.3% | +30.9% |
| 1Y | +2.4% | -21.3% | +23.6% | +9.2% |
| All | -17.1% | -46.7% | +29.6% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling