+233.7%
SMH vs SWKS
-37.3%
+271.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | +4.9% | +9.4% | -4.5% | -0.2% |
| 30D | -13.8% | +17.0% | -30.8% | -20.9% |
| 3M | -17.4% | +28.9% | -46.3% | -30.2% |
| 6M | -15.0% | +33.1% | -48.1% | -30.4% |
| YTD | +35.2% | +44.8% | -9.6% | +1.9% |
| 1Y | +41.6% | +36.2% | +5.4% | +10.9% |
| 3Y | +215.6% | +11.5% | +204.1% | +152.4% |
| All | +233.7% | -37.3% | +271.0% | +315.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling