-53.7%
SMR vs SWK
-16.5%
-37.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -8.3% | -1.4% | -6.9% | -7.6% |
| 30D | -20.1% | +25.5% | -45.5% | -28.0% |
| 3M | -52.7% | +11.8% | -64.5% | -55.2% |
| 6M | -61.0% | +48.7% | -109.7% | -67.5% |
| YTD | -67.1% | +57.2% | -124.3% | -73.2% |
| 1Y | -79.9% | +75.3% | -155.1% | -84.3% |
| 3Y | +101.7% | +51.9% | +49.8% | +61.7% |
| All | -53.7% | -16.5% | -37.2% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling