-43.6%
SWKS vs TRU
-26.8%
-16.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.0% |
| 7D | -6.2% | +5.7% | -11.9% | -8.4% |
| 30D | -1.5% | +29.2% | -30.7% | -12.0% |
| 3M | +23.0% | +2.7% | +20.3% | +19.8% |
| 6M | +27.6% | +15.2% | +12.4% | +16.3% |
| YTD | +32.3% | -4.9% | +37.2% | +29.3% |
| 1Y | +20.1% | +3.4% | +16.7% | +12.3% |
| 3Y | +0.6% | +63.2% | -62.5% | -27.6% |
| All | -43.6% | -26.8% | -16.8% | -38.2% |
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 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