+1,487.3%
SMH vs SWKS
+31.8%
+1,455.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -6.7% | -3.1% | -3.6% | -4.8% |
| 30D | -19.8% | +8.3% | -28.2% | -23.5% |
| 3M | -15.1% | +20.2% | -35.3% | -25.9% |
| 6M | -14.6% | +24.9% | -39.6% | -28.4% |
| YTD | +34.3% | +33.2% | +1.1% | +4.9% |
| 1Y | +35.2% | +23.6% | +11.6% | +10.7% |
| 3Y | +211.7% | +1.3% | +210.4% | +166.1% |
| 5Y | +240.5% | -40.6% | +281.1% | +310.4% |
| 10Y | +1,487.3% | +35.3% | +1,452.1% | +1,047.1% |
| All | +1,487.3% | +31.8% | +1,455.5% | +1,047.1% |
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