+307.1%
SMTC vs SWK
+29.6%
+277.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +13.0% |
| 7D | -19.0% | +11.0% | -30.0% | -25.0% |
| 30D | -46.7% | +30.1% | -76.8% | -55.5% |
| 3M | -23.4% | +14.7% | -38.1% | -31.1% |
| 6M | -13.4% | +44.5% | -57.9% | -32.6% |
| YTD | +40.1% | +59.4% | -19.3% | +1.2% |
| 1Y | +47.7% | +77.5% | -29.9% | -0.1% |
| 3Y | +606.9% | +49.5% | +557.5% | +413.4% |
| 5Y | +14.4% | -24.9% | +39.3% | +19.9% |
| All | +307.1% | +29.6% | +277.6% | +201.4% |
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