+5,560.2%
SWKS vs IT
+6,493.7%
-933.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -0.4% |
| 7D | -9.2% | -12.0% | +2.8% | -5.2% |
| 30D | -1.9% | +7.1% | -9.0% | -5.5% |
| 3M | +21.2% | +6.3% | +15.0% | +15.1% |
| 6M | +12.9% | +32.5% | -19.6% | -5.1% |
| YTD | +30.7% | -21.5% | +52.2% | +32.1% |
| 1Y | +14.1% | -16.5% | +30.6% | +12.3% |
| 3Y | -1.7% | -48.8% | +47.1% | +15.1% |
| 5Y | -43.0% | -40.2% | -2.8% | -37.7% |
| 10Y | +34.3% | +112.1% | -77.8% | -14.8% |
| All | +5,560.2% | +6,493.7% | -933.5% | +795.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling