-7.0%
SWKS vs SITM
+4,507.3%
-4,514.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +4.0% | +2.4% |
| 7D | +11.8% | +8.4% | +3.5% | +9.4% |
| 30D | +6.7% | -17.4% | +24.2% | +11.7% |
| 3M | 0.0% | -9.8% | +9.8% | +0.2% |
| 6M | +38.7% | +83.0% | -44.2% | +11.7% |
| YTD | +21.4% | +69.6% | -48.2% | -1.6% |
| 1Y | +2.9% | +144.9% | -142.0% | -26.6% |
| 3Y | -16.4% | +429.9% | -446.3% | -55.9% |
| 5Y | -51.2% | +169.2% | -220.3% | -72.5% |
| All | -7.0% | +4,507.3% | -4,514.4% | -71.0% |
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