+72.2%
SMTC vs SWK
+87.6%
-15.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +13.1% | -26.0% | -15.6% |
| 7D | -24.5% | +17.9% | -42.4% | -28.1% |
| 30D | -42.5% | +31.9% | -74.4% | -47.9% |
| 3M | -14.1% | +16.6% | -30.7% | -18.0% |
| 6M | +3.6% | +61.1% | -57.5% | -14.9% |
| YTD | +50.6% | +64.2% | -13.6% | +16.8% |
| 1Y | +72.2% | +85.2% | -13.0% | +25.2% |
| All | +72.2% | +87.6% | -15.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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