+1,803.3%
SMH vs SWKS
+30.1%
+1,773.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.7% | +0.1% |
| 7D | +5.2% | +11.8% | -6.6% | -1.8% |
| 30D | -1.5% | +6.7% | -8.3% | -5.6% |
| 3M | -4.1% | 0.0% | -4.1% | -4.8% |
| 6M | +50.8% | +38.7% | +12.0% | +19.1% |
| YTD | +59.3% | +21.4% | +38.0% | +34.8% |
| 1Y | +94.1% | +2.9% | +91.2% | +80.9% |
| 3Y | +286.7% | -16.4% | +303.1% | +282.4% |
| 5Y | +339.4% | -51.2% | +390.6% | +509.7% |
| 10Y | +1,803.3% | +31.0% | +1,772.2% | +1,330.3% |
| All | +1,803.3% | +30.1% | +1,773.2% | +1,330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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