-48.1%
SMR vs SWK
-14.2%
-33.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.4% |
| 7D | -2.8% | +11.3% | -14.1% | -7.6% |
| 30D | -27.5% | +31.5% | -59.0% | -36.1% |
| 3M | -43.1% | +14.4% | -57.6% | -46.7% |
| 6M | -58.4% | +46.4% | -104.8% | -65.1% |
| YTD | -63.2% | +61.6% | -124.7% | -70.3% |
| 1Y | -81.6% | +78.7% | -160.4% | -85.8% |
| 3Y | +149.8% | +54.4% | +95.4% | +98.4% |
| All | -48.1% | -14.2% | -33.9% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling