-43.0%
SWKS vs SUI
-25.7%
-17.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -9.2% | +8.8% | -18.0% | -12.3% |
| 30D | -1.9% | +8.9% | -10.8% | -5.6% |
| 3M | +21.2% | +2.0% | +19.2% | +19.5% |
| 6M | +12.9% | -0.6% | +13.5% | +11.8% |
| YTD | +30.7% | +1.3% | +29.4% | +28.0% |
| 1Y | +14.1% | +1.3% | +12.9% | +11.7% |
| 3Y | -1.7% | +16.3% | -18.0% | -12.6% |
| 5Y | -43.0% | -25.1% | -17.9% | -35.7% |
| All | -43.0% | -25.7% | -17.3% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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