+31.0%
SWKS vs TRU
+138.6%
-107.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +3.2% |
| 7D | +11.8% | -7.2% | +19.0% | +15.5% |
| 30D | +6.7% | -2.8% | +9.6% | +7.6% |
| 3M | 0.0% | +13.0% | -13.0% | -7.7% |
| 6M | +38.7% | +0.7% | +38.0% | +33.8% |
| YTD | +21.4% | -9.0% | +30.3% | +21.6% |
| 1Y | +2.9% | -16.3% | +19.2% | +6.6% |
| 3Y | -16.4% | -1.1% | -15.3% | -25.3% |
| 5Y | -51.2% | -36.0% | -15.2% | -45.0% |
| 10Y | +31.0% | +139.9% | -108.9% | -20.3% |
| All | +31.0% | +138.6% | -107.6% | -20.3% |
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