+2.0%
SWKS vs SITM
+3,318.8%
-3,316.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.6% |
| 7D | -3.1% | -0.1% | -3.1% | -3.9% |
| 30D | +8.3% | -27.4% | +35.8% | +16.3% |
| 3M | +20.2% | -35.6% | +55.8% | +32.2% |
| 6M | +24.9% | -46.6% | +71.6% | +41.6% |
| YTD | +33.2% | +25.8% | +7.3% | +14.9% |
| 1Y | +23.6% | +38.2% | -14.7% | +3.3% |
| 3Y | +1.3% | +311.5% | -310.3% | -43.6% |
| 5Y | -40.6% | +94.6% | -135.2% | -63.9% |
| All | +2.0% | +3,318.8% | -3,316.9% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling