+220.0%
SIMO vs SWK
+37.3%
+182.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +8.5% |
| 7D | +4.2% | -0.4% | +4.7% | +4.4% |
| 30D | +4.1% | -5.7% | +9.8% | +5.5% |
| 3M | -12.9% | +24.1% | -36.9% | -17.0% |
| 6M | +110.3% | +24.7% | +85.6% | +99.5% |
| YTD | +178.6% | +33.9% | +144.6% | +147.8% |
| 1Y | +220.0% | +34.7% | +185.3% | +184.1% |
| All | +220.0% | +37.3% | +182.6% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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