-40.6%
SWKS vs IT
-43.9%
+3.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -3.1% | -7.5% | +4.3% | -0.9% |
| 30D | +8.3% | -1.2% | +9.5% | +7.6% |
| 3M | +20.2% | -2.2% | +22.4% | +18.2% |
| 6M | +24.9% | +19.1% | +5.9% | +11.1% |
| YTD | +33.2% | -25.1% | +58.3% | +44.4% |
| 1Y | +23.6% | -17.4% | +40.9% | +26.8% |
| 3Y | +1.3% | -54.1% | +55.4% | +40.8% |
| 5Y | -40.6% | -42.7% | +2.1% | -34.2% |
| All | -40.6% | -43.9% | +3.4% | -34.2% |
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