-52.1%
SMR vs SWK
-16.7%
-35.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.2% | -5.6% | -6.9% |
| 7D | +10.3% | -2.0% | +12.2% | +11.4% |
| 30D | -25.7% | +24.6% | -50.3% | -32.9% |
| 3M | -49.7% | +10.8% | -60.5% | -52.2% |
| 6M | -59.8% | +46.1% | -105.9% | -66.2% |
| YTD | -66.0% | +56.8% | -122.8% | -72.2% |
| 1Y | -81.4% | +72.7% | -154.2% | -85.4% |
| 3Y | +130.6% | +49.9% | +80.8% | +85.6% |
| All | -52.1% | -16.7% | -35.4% | -58.6% |
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