-45.9%
SMR vs SWK
-12.9%
-33.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.3% | +5.9% |
| 7D | +1.7% | +10.7% | -9.0% | -3.1% |
| 30D | -24.4% | +33.3% | -57.8% | -33.8% |
| 3M | -44.6% | +14.7% | -59.3% | -48.1% |
| 6M | -56.7% | +48.5% | -105.2% | -63.8% |
| YTD | -61.6% | +63.9% | -125.5% | -69.3% |
| 1Y | -82.1% | +80.4% | -162.5% | -86.2% |
| 3Y | +161.5% | +58.1% | +103.4% | +105.8% |
| All | -45.9% | -12.9% | -33.0% | -54.2% |
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