-3.6%
SMR vs SWK
-28.9%
+25.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +4.4% | -0.4% | +4.9% | +4.6% |
| 30D | +3.4% | -5.7% | +9.1% | +6.3% |
| 3M | -19.2% | +24.1% | -43.2% | -26.6% |
| 6M | -22.6% | +24.7% | -47.4% | -30.0% |
| YTD | -31.5% | +33.9% | -65.5% | -39.6% |
| 1Y | -73.1% | +34.7% | -107.8% | -76.5% |
| 3Y | +55.0% | +15.3% | +39.7% | +39.0% |
| All | -3.6% | -28.9% | +25.3% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling