+340.7%
SMTC vs SWK
+18.1%
+322.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | +11.0% | -1.4% | +12.4% | +12.1% |
| 30D | -28.5% | +25.5% | -53.9% | -38.9% |
| 3M | -14.2% | +11.8% | -26.0% | -21.6% |
| 6M | -18.0% | +48.7% | -66.7% | -37.0% |
| YTD | +55.5% | +57.2% | -1.7% | +13.4% |
| 1Y | +69.5% | +75.3% | -5.7% | +15.5% |
| 3Y | +699.7% | +51.9% | +647.7% | +475.1% |
| 5Y | +27.4% | -30.7% | +58.1% | +40.7% |
| All | +340.7% | +18.1% | +322.6% | +226.1% |
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