+261.1%
SMTC vs SWK
+30.0%
+231.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.6% | -14.9% | -16.0% |
| 7D | -35.0% | +11.3% | -46.3% | -39.9% |
| 30D | -53.6% | +28.1% | -81.7% | -60.8% |
| 3M | -24.5% | +12.6% | -37.1% | -31.4% |
| 6M | -19.0% | +51.7% | -70.7% | -38.7% |
| YTD | +24.2% | +60.0% | -35.7% | -10.4% |
| 1Y | +35.6% | +72.7% | -37.1% | -6.8% |
| 3Y | +521.9% | +46.3% | +475.6% | +357.4% |
| 5Y | +1.5% | -24.6% | +26.1% | +6.1% |
| All | +261.1% | +30.0% | +231.1% | +166.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling