+11.5%
SWKS vs SITM
+318.4%
-306.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.3% |
| 7D | +9.4% | +6.6% | +2.8% | +7.4% |
| 30D | +17.0% | -15.3% | +32.3% | +20.7% |
| 3M | +28.9% | -35.4% | +64.3% | +41.5% |
| 6M | +33.1% | -46.8% | +79.9% | +51.2% |
| YTD | +44.8% | +25.9% | +18.9% | +24.6% |
| 1Y | +36.2% | +54.0% | -17.8% | +9.6% |
| 3Y | +11.5% | +315.6% | -304.1% | -37.6% |
| All | +11.5% | +318.4% | -306.9% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling