+2.4%
SWKS vs SITM
+174.8%
-172.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +2.3% |
| 7D | +12.5% | +9.7% | +2.8% | +10.6% |
| 30D | +10.5% | +12.7% | -2.2% | +6.9% |
| 3M | -7.4% | -13.4% | +6.0% | -6.0% |
| 6M | +32.7% | +59.6% | -27.0% | +21.6% |
| YTD | +19.2% | +73.3% | -54.1% | +7.3% |
| 1Y | +2.4% | +165.5% | -163.2% | -11.3% |
| All | +2.4% | +174.8% | -172.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling