-8.7%
SWKS vs SITM
+4,608.4%
-4,617.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +1.8% |
| 7D | +12.5% | +9.7% | +2.8% | +9.7% |
| 30D | +10.5% | +12.7% | -2.2% | +5.2% |
| 3M | -7.4% | -13.4% | +6.0% | -6.2% |
| 6M | +32.7% | +59.6% | -27.0% | +10.8% |
| YTD | +19.2% | +73.3% | -54.1% | -4.0% |
| 1Y | +2.4% | +165.5% | -163.2% | -28.6% |
| 3Y | -25.6% | +368.7% | -394.3% | -59.4% |
| 5Y | -53.4% | +172.5% | -225.9% | -73.9% |
| All | -8.7% | +4,608.4% | -4,617.1% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling