+114.1%
EEM vs SWKS
+31.8%
+82.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -0.9% | -3.1% | +2.3% | 0.0% |
| 30D | -9.3% | +8.3% | -17.7% | -11.4% |
| 3M | -7.1% | +20.2% | -27.3% | -12.9% |
| 6M | -10.4% | +24.9% | -35.3% | -17.7% |
| YTD | +11.3% | +33.2% | -21.9% | -1.0% |
| 1Y | +11.3% | +23.6% | -12.3% | +1.1% |
| 3Y | +69.6% | +1.3% | +68.4% | +54.3% |
| 5Y | +33.6% | -40.6% | +74.2% | +41.1% |
| 10Y | +114.1% | +35.3% | +78.8% | +65.3% |
| All | +114.1% | +31.8% | +82.3% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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