+11.3%
EEM vs SWKS
+20.8%
-9.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -0.9% | -3.1% | +2.3% | -0.4% |
| 30D | -9.3% | +8.3% | -17.7% | -10.5% |
| 3M | -7.1% | +20.2% | -27.3% | -10.6% |
| 6M | -10.4% | +24.9% | -35.3% | -14.0% |
| YTD | +11.3% | +33.2% | -21.9% | +4.8% |
| 1Y | +11.3% | +23.6% | -12.3% | +6.4% |
| All | +11.3% | +20.8% | -9.5% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling