-36.5%
SWKS vs IT
-42.2%
+5.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +9.4% | +1.1% | +8.4% | +9.1% |
| 30D | +17.0% | -1.8% | +18.8% | +16.5% |
| 3M | +28.9% | +4.8% | +24.1% | +23.9% |
| 6M | +33.1% | +33.0% | +0.1% | +13.4% |
| YTD | +44.8% | -23.8% | +68.6% | +56.2% |
| 1Y | +36.2% | -16.5% | +52.7% | +39.6% |
| 3Y | +11.5% | -53.6% | +65.1% | +54.9% |
| All | -36.5% | -42.2% | +5.7% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling