+135.5%
MO vs SWKS
+37.5%
+98.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -1.8% | -2.7% | +1.0% | -1.5% |
| 30D | +5.8% | +8.5% | -2.7% | +4.9% |
| 3M | +12.7% | +17.3% | -4.6% | +10.5% |
| 6M | +14.8% | +25.1% | -10.4% | +11.0% |
| YTD | +37.8% | +33.3% | +4.5% | +32.0% |
| 1Y | +39.5% | +22.9% | +16.6% | +34.7% |
| 3Y | +136.1% | +5.5% | +130.5% | +125.1% |
| 5Y | +148.5% | -41.9% | +190.4% | +155.4% |
| 10Y | +135.5% | +32.4% | +103.1% | +94.6% |
| All | +135.5% | +37.5% | +98.0% | +94.6% |
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