-36.5%
SWKS vs TRU
-26.5%
-10.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| 3M | +28.9% | +0.2% | +28.7% | +26.9% |
| 6M | +33.1% | +22.4% | +10.8% | +18.3% |
| YTD | +44.8% | -4.8% | +49.6% | +41.4% |
| 1Y | +36.2% | -0.2% | +36.4% | +29.7% |
| 3Y | +11.5% | +57.9% | -46.4% | -18.5% |
| All | -36.5% | -26.5% | -10.1% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling