-43.6%
SWKS vs SIRI
-38.7%
-4.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | -6.2% | +12.6% | -18.8% | -8.9% |
| 30D | -1.5% | +25.9% | -27.4% | -6.8% |
| 3M | +23.0% | +10.3% | +12.6% | +19.8% |
| 6M | +27.6% | +24.8% | +2.8% | +20.3% |
| YTD | +32.3% | +68.6% | -36.3% | +15.7% |
| 1Y | +20.1% | +55.9% | -35.8% | +7.0% |
| 3Y | +0.6% | -22.3% | +23.0% | -1.6% |
| All | -43.6% | -38.7% | -4.9% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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