-48.0%
SMR vs SWK
-14.8%
-33.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +1.9% | -2.3% | +4.2% | +3.2% |
| 30D | -21.9% | +30.4% | -52.4% | -31.0% |
| 3M | -47.1% | +12.1% | -59.3% | -50.0% |
| 6M | -60.6% | +49.1% | -109.7% | -67.2% |
| YTD | -63.1% | +60.4% | -123.5% | -70.2% |
| 1Y | -80.4% | +78.3% | -158.8% | -84.9% |
| 3Y | +150.2% | +53.3% | +96.9% | +99.3% |
| All | -48.0% | -14.8% | -33.2% | -55.6% |
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