-3.6%
SMR vs SWKS
-38.4%
+34.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -2.2% |
| 7D | +4.4% | +12.5% | -8.1% | -1.5% |
| 30D | +3.4% | +10.5% | -7.1% | -1.6% |
| 3M | -19.2% | -7.4% | -11.8% | -16.0% |
| 6M | -22.6% | +32.7% | -55.3% | -33.6% |
| YTD | -31.5% | +19.2% | -50.7% | -38.8% |
| 1Y | -73.1% | +2.4% | -75.5% | -73.7% |
| 3Y | +55.0% | -25.6% | +80.6% | +64.0% |
| All | -3.6% | -38.4% | +34.8% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling