-43.6%
SWKS vs SITM
+42.2%
-85.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +17.4% | -16.2% | -3.8% |
| 7D | -6.2% | -6.7% | +0.6% | -5.0% |
| 30D | -1.5% | -37.3% | +35.8% | +11.2% |
| 3M | +23.0% | -39.4% | +62.3% | +38.9% |
| 6M | +27.6% | -33.1% | +60.7% | +35.0% |
| YTD | +32.3% | +18.0% | +14.3% | +14.3% |
| 1Y | +20.1% | +22.7% | -2.6% | +1.8% |
| 3Y | +0.6% | +283.8% | -283.1% | -47.9% |
| All | -43.6% | +42.2% | -85.8% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling