-43.6%
SWKS vs ITOT
+59.4%
-103.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.6% |
| 7D | -6.2% | -2.7% | -3.5% | -2.6% |
| 30D | -1.5% | -5.2% | +3.7% | +6.2% |
| 3M | +23.0% | -4.4% | +27.3% | +30.8% |
| 6M | +27.6% | +0.4% | +27.2% | +27.1% |
| YTD | +32.3% | +8.8% | +23.5% | +16.2% |
| 1Y | +20.1% | +11.0% | +9.1% | +2.2% |
| 3Y | +0.6% | +74.4% | -73.8% | -55.3% |
| All | -43.6% | +59.4% | -103.0% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling