+203.1%
SIMO vs SWK
+46.5%
+156.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.6% | -11.8% | -13.7% |
| 7D | -31.4% | +11.3% | -42.6% | -33.6% |
| 30D | -45.2% | +28.1% | -73.3% | -49.3% |
| 3M | -36.5% | +12.6% | -49.1% | -39.0% |
| 6M | -34.2% | +51.7% | -85.9% | -42.3% |
| YTD | +69.9% | +60.0% | +9.9% | +43.8% |
| 1Y | +60.4% | +72.7% | -12.3% | +31.9% |
| All | +203.1% | +46.5% | +156.6% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling