+32.4%
SWKS vs ITOT
+298.5%
-266.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -2.8% |
| 7D | -2.7% | +0.2% | -3.0% | -3.4% |
| 30D | +8.5% | -3.0% | +11.5% | +13.0% |
| 3M | +17.3% | -2.7% | +20.0% | +21.4% |
| 6M | +25.1% | +2.6% | +22.5% | +20.7% |
| YTD | +33.3% | +11.5% | +21.9% | +13.4% |
| 1Y | +22.9% | +13.5% | +9.4% | +1.8% |
| 3Y | +5.5% | +79.7% | -74.2% | -53.9% |
| 5Y | -41.9% | +64.2% | -106.1% | -70.3% |
| 10Y | +32.4% | +290.2% | -257.8% | -81.6% |
| All | +32.4% | +298.5% | -266.1% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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