+1,007.3%
SMH vs SWKS
+75.0%
+932.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.2% |
| 7D | -11.2% | -6.2% | -5.0% | -8.9% |
| 30D | -25.8% | -1.5% | -24.3% | -25.3% |
| 3M | -18.8% | +23.0% | -41.8% | -26.0% |
| 6M | -15.6% | +27.6% | -43.2% | -24.5% |
| YTD | +28.8% | +32.3% | -3.5% | +11.9% |
| 1Y | +32.6% | +20.1% | +12.4% | +19.4% |
| 3Y | +213.6% | +0.6% | +213.0% | +193.5% |
| 5Y | +222.4% | -42.3% | +264.8% | +274.7% |
| 10Y | +1,429.6% | +35.9% | +1,393.7% | +1,210.5% |
| All | +1,007.3% | +75.0% | +932.2% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling