+34.0%
SMR vs SWK
+46.5%
-12.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.6% | -12.2% | -13.5% |
| 7D | -26.2% | +11.3% | -37.4% | -30.6% |
| 30D | -45.5% | +28.1% | -73.6% | -52.5% |
| 3M | -53.4% | +12.6% | -66.0% | -56.5% |
| 6M | -63.2% | +51.7% | -114.9% | -70.7% |
| YTD | -69.2% | +60.0% | -129.1% | -76.2% |
| 1Y | -88.5% | +72.7% | -161.1% | -91.4% |
| All | +34.0% | +46.5% | -12.5% | -13.3% |
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