+32.2%
EEM vs SWKS
-36.1%
+68.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.1% |
| 7D | +5.3% | +10.9% | -5.5% | +2.9% |
| 30D | -7.0% | +17.6% | -24.6% | -10.4% |
| 3M | -8.0% | +29.2% | -37.2% | -14.0% |
| 6M | -6.6% | +37.0% | -43.6% | -14.5% |
| YTD | +12.3% | +44.9% | -32.6% | +0.5% |
| 1Y | +12.2% | +33.8% | -21.7% | +2.2% |
| 3Y | +71.2% | +10.2% | +61.0% | +54.9% |
| 5Y | +32.2% | -37.0% | +69.2% | +35.3% |
| All | +32.2% | -36.1% | +68.4% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling