+35.3%
SWKS vs TRU
+174.2%
-138.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.4% |
| 7D | -3.1% | +4.6% | -7.7% | -5.3% |
| 30D | +8.3% | +25.4% | -17.1% | -3.6% |
| 3M | +20.2% | +4.0% | +16.3% | +15.8% |
| 6M | +24.9% | +14.5% | +10.5% | +12.7% |
| YTD | +33.2% | -3.7% | +36.9% | +28.2% |
| 1Y | +23.6% | +2.8% | +20.8% | +14.6% |
| 3Y | +1.3% | +58.5% | -57.3% | -29.0% |
| 5Y | -40.6% | -25.0% | -15.5% | -39.4% |
| 10Y | +35.3% | +186.0% | -150.7% | -20.7% |
| All | +35.3% | +174.2% | -138.9% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling