+11.5%
SWKS vs TRU
+58.0%
-46.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | +17.0% | +21.3% | -4.3% | +8.6% |
| 3M | +28.9% | +0.2% | +28.7% | +27.3% |
| 6M | +33.1% | +22.4% | +10.8% | +19.6% |
| YTD | +44.8% | -4.8% | +49.6% | +42.9% |
| 1Y | +36.2% | -0.2% | +36.4% | +30.9% |
| 3Y | +11.5% | +57.9% | -46.4% | -17.2% |
| All | +11.5% | +58.0% | -46.5% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling