-62.4%
SMR vs SWKS
+21.8%
-84.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.2% | +15.0% | +15.6% |
| 7D | -9.6% | -6.2% | -3.5% | -6.6% |
| 30D | -33.8% | -1.5% | -32.3% | -33.0% |
| 3M | -46.4% | +23.0% | -69.3% | -54.0% |
| 6M | -62.4% | +27.6% | -90.0% | -66.7% |
| All | -62.4% | +21.8% | -84.3% | -66.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling