-81.4%
SMR vs SWK
+73.5%
-154.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.2% | -5.6% | -6.6% |
| 7D | +10.3% | -2.0% | +12.2% | +11.7% |
| 30D | -25.7% | +24.6% | -50.3% | -35.4% |
| 3M | -49.7% | +10.8% | -60.5% | -52.9% |
| 6M | -59.8% | +46.1% | -105.9% | -68.8% |
| YTD | -66.0% | +56.8% | -122.8% | -74.6% |
| 1Y | -81.4% | +72.7% | -154.2% | -86.2% |
| All | -81.4% | +73.5% | -154.9% | -86.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling