-12.0%
SMH vs SWK
+45.2%
-57.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.7% | +5.5% | +5.1% |
| 7D | +0.5% | -2.3% | +2.8% | +1.4% |
| 30D | -14.2% | +30.4% | -44.6% | -23.8% |
| 3M | -11.5% | +12.1% | -23.7% | -14.2% |
| 6M | -12.0% | +49.1% | -61.1% | -30.9% |
| All | -12.0% | +45.2% | -57.2% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling