+216.7%
SMH vs SWK
-25.5%
+242.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -11.2% | +11.0% | -22.2% | -15.4% |
| 30D | -25.8% | +30.1% | -55.8% | -34.1% |
| 3M | -18.8% | +14.7% | -33.5% | -24.0% |
| 6M | -15.6% | +44.5% | -60.1% | -28.5% |
| YTD | +28.8% | +59.4% | -30.5% | +3.6% |
| 1Y | +32.6% | +77.5% | -45.0% | +1.6% |
| 3Y | +213.6% | +49.5% | +164.2% | +143.2% |
| All | +216.7% | -25.5% | +242.2% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling