-71.4%
SMR vs SWKS
+1.5%
-73.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -2.8% |
| 7D | +4.4% | +12.5% | -8.1% | -3.3% |
| 30D | +3.4% | +10.5% | -7.1% | -3.2% |
| 3M | -19.2% | -7.4% | -11.8% | -15.8% |
| 6M | -22.6% | +32.7% | -55.3% | -40.5% |
| YTD | -31.5% | +19.2% | -50.7% | -42.8% |
| All | -71.4% | +1.5% | -73.0% | -70.0% |
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