-22.6%
SMR vs SWKS
+28.1%
-50.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -2.4% |
| 7D | +4.4% | +12.5% | -8.1% | -2.3% |
| 30D | +3.4% | +10.5% | -7.1% | -2.2% |
| 3M | -19.2% | -7.4% | -11.8% | -18.1% |
| 6M | -22.6% | +32.7% | -55.3% | -42.9% |
| All | -22.6% | +28.1% | -50.7% | -42.9% |
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