+724.1%
EEM vs SWKS
+1,830.6%
-1,106.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | -2.8% | -6.2% | +3.4% | -1.1% |
| 30D | -11.9% | -1.5% | -10.4% | -11.7% |
| 3M | -8.8% | +23.0% | -31.7% | -14.8% |
| 6M | -11.6% | +27.6% | -39.2% | -19.0% |
| YTD | +9.0% | +32.3% | -23.3% | -2.2% |
| 1Y | +10.6% | +20.1% | -9.6% | +1.7% |
| 3Y | +64.4% | +0.6% | +63.7% | +51.1% |
| 5Y | +31.0% | -42.3% | +73.4% | +37.5% |
| 10Y | +105.6% | +35.9% | +69.7% | +60.0% |
| All | +724.1% | +1,830.6% | -1,106.5% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling