+23.8%
SWKS vs TRU
+3.5%
+20.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.7% |
| 7D | -2.7% | +4.9% | -7.6% | -2.8% |
| 30D | +8.5% | +26.9% | -18.4% | +7.6% |
| 3M | +17.3% | +4.0% | +13.3% | +16.4% |
| 6M | +25.1% | +15.8% | +9.3% | +23.1% |
| YTD | +33.3% | -2.6% | +35.9% | +33.5% |
| All | +23.8% | +3.5% | +20.3% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling