+743.0%
SWKS vs ITOT
+896.7%
-153.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +4.0% |
| 7D | +12.5% | +0.1% | +12.4% | +12.3% |
| 30D | +10.5% | 0.0% | +10.5% | +10.5% |
| 3M | -7.4% | +2.0% | -9.3% | -9.2% |
| 6M | +32.7% | +13.0% | +19.6% | +12.3% |
| YTD | +19.2% | +14.0% | +5.2% | -0.4% |
| 1Y | +2.4% | +19.9% | -17.5% | -20.0% |
| 3Y | -25.6% | +75.8% | -101.4% | -64.9% |
| 5Y | -53.4% | +73.8% | -127.3% | -77.0% |
| 10Y | +23.2% | +295.9% | -272.7% | -78.9% |
| All | +743.0% | +896.7% | -153.7% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling