-85.6%
SMR vs SWKS
+14.2%
-99.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -3.2% |
| 7D | -9.5% | -4.9% | -4.6% | -7.3% |
| 30D | -33.2% | -1.2% | -32.0% | -32.8% |
| 3M | -45.9% | +24.2% | -70.1% | -52.7% |
| 6M | -57.9% | +21.5% | -79.4% | -63.5% |
| YTD | -63.8% | +33.5% | -97.3% | -70.9% |
| 1Y | -85.6% | +18.9% | -104.5% | -85.3% |
| All | -85.6% | +14.2% | -99.8% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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