+968.5%
SMH vs SWK
+712.2%
+256.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -2.6% | -8.6% | -9.9% |
| 7D | -20.3% | +11.3% | -31.5% | -25.1% |
| 30D | -29.2% | +28.1% | -57.3% | -38.3% |
| 3M | -21.4% | +12.6% | -34.0% | -27.0% |
| 6M | -14.3% | +51.7% | -66.1% | -31.8% |
| YTD | +24.3% | +60.0% | -35.6% | -4.9% |
| 1Y | +24.9% | +72.7% | -47.7% | -8.4% |
| 3Y | +203.5% | +46.3% | +157.2% | +127.9% |
| 5Y | +211.2% | -24.6% | +235.8% | +217.4% |
| 10Y | +1,376.1% | +32.2% | +1,343.9% | +919.8% |
| All | +968.5% | +712.2% | +256.4% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling