-48.1%
SMR vs SWKS
-31.1%
-17.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -2.8% | -3.1% | +0.4% | -1.1% |
| 30D | -27.5% | +8.3% | -35.8% | -29.8% |
| 3M | -43.1% | +20.2% | -63.4% | -48.9% |
| 6M | -58.4% | +24.9% | -83.3% | -63.3% |
| YTD | -63.2% | +33.2% | -96.3% | -69.3% |
| 1Y | -81.6% | +23.6% | -105.2% | -84.0% |
| 3Y | +149.8% | +1.3% | +148.5% | +133.5% |
| All | -48.1% | -31.1% | -17.0% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling