+33.8%
SWKS vs SITM
+51.8%
-18.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.8% |
| 7D | +10.9% | +32.5% | -21.7% | +4.3% |
| 30D | +17.6% | -18.8% | +36.4% | +21.7% |
| 3M | +29.2% | -30.9% | +60.1% | +37.3% |
| 6M | +37.0% | -44.5% | +81.4% | +50.0% |
| YTD | +44.9% | +33.2% | +11.7% | +33.2% |
| 1Y | +33.8% | +53.8% | -20.0% | +16.6% |
| All | +33.8% | +51.8% | -18.0% | +16.6% |
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