+250.6%
SMH vs SWK
-26.0%
+276.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.1% |
| 7D | +0.5% | -2.3% | +2.8% | +1.6% |
| 30D | -14.2% | +30.4% | -44.6% | -23.8% |
| 3M | -11.5% | +12.1% | -23.7% | -16.3% |
| 6M | -12.0% | +49.1% | -61.1% | -26.4% |
| YTD | +40.8% | +60.4% | -19.7% | +12.9% |
| 1Y | +44.9% | +78.3% | -33.5% | +10.9% |
| 3Y | +226.7% | +53.3% | +173.4% | +150.5% |
| 5Y | +250.6% | -27.0% | +277.5% | +259.6% |
| All | +250.6% | -26.0% | +276.6% | +259.6% |
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