-53.0%
SWKS vs SIRI
-44.4%
-8.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +4.1% |
| 7D | +12.5% | +1.6% | +10.9% | +12.1% |
| 30D | +10.5% | -4.7% | +15.2% | +11.7% |
| 3M | -7.4% | +5.3% | -12.7% | -8.8% |
| 6M | +32.7% | +30.5% | +2.1% | +23.6% |
| YTD | +19.2% | +49.6% | -30.5% | +7.4% |
| 1Y | +2.4% | +28.5% | -26.1% | -4.6% |
| 3Y | -25.6% | -27.5% | +1.8% | -25.9% |
| All | -53.0% | -44.4% | -8.6% | -48.9% |
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