+1,385.0%
SMH vs SWK
+29.6%
+1,355.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -11.2% | +11.0% | -22.2% | -15.9% |
| 30D | -25.8% | +30.1% | -55.8% | -34.9% |
| 3M | -18.8% | +14.7% | -33.5% | -24.6% |
| 6M | -15.6% | +44.5% | -60.1% | -29.9% |
| YTD | +28.8% | +59.4% | -30.5% | +1.1% |
| 1Y | +32.6% | +77.5% | -45.0% | -1.4% |
| 3Y | +213.6% | +49.5% | +164.2% | +138.6% |
| 5Y | +222.4% | -24.9% | +247.3% | +232.9% |
| All | +1,385.0% | +29.6% | +1,355.5% | +1,079.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling