-52.1%
SMR vs SWKS
-25.0%
-27.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +2.7% | -10.6% | -9.1% |
| 7D | +10.3% | +10.9% | -0.6% | +5.0% |
| 30D | -25.7% | +17.6% | -43.3% | -31.0% |
| 3M | -49.7% | +29.2% | -78.9% | -56.4% |
| 6M | -59.8% | +37.0% | -96.8% | -66.2% |
| YTD | -66.0% | +44.9% | -110.9% | -72.8% |
| 1Y | -81.4% | +33.8% | -115.2% | -84.5% |
| 3Y | +130.6% | +10.2% | +120.4% | +106.8% |
| All | -52.1% | -25.0% | -27.1% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling