+55.8%
SMR vs SWK
+46.0%
+9.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.4% | +16.6% | +16.4% |
| 7D | -9.6% | +11.0% | -20.6% | -14.9% |
| 30D | -33.8% | +30.1% | -63.8% | -42.8% |
| 3M | -46.4% | +14.7% | -61.0% | -50.4% |
| 6M | -62.4% | +44.5% | -106.9% | -69.4% |
| YTD | -64.1% | +59.4% | -123.5% | -72.2% |
| 1Y | -84.3% | +77.5% | -161.9% | -88.5% |
| 3Y | +55.8% | +49.5% | +6.4% | +1.0% |
| All | +55.8% | +46.0% | +9.9% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling