+13.9%
SMCI vs SWKS
-0.7%
+14.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.5% |
| 7D | -12.7% | -6.2% | -6.6% | -9.4% |
| 30D | -36.0% | -1.5% | -34.5% | -35.4% |
| 3M | -2.1% | +23.0% | -25.1% | -14.3% |
| 6M | -17.0% | +27.6% | -44.6% | -27.9% |
| YTD | -1.7% | +32.3% | -34.1% | -19.9% |
| 1Y | -28.7% | +20.1% | -48.8% | -38.1% |
| 3Y | +13.9% | +0.6% | +13.2% | -2.9% |
| All | +13.9% | -0.7% | +14.6% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling