+47.7%
SMTC vs SWK
+71.2%
-23.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +12.8% |
| 7D | -19.0% | +11.0% | -30.0% | -21.2% |
| 30D | -46.7% | +30.1% | -76.8% | -51.7% |
| 3M | -23.4% | +14.7% | -38.1% | -26.6% |
| 6M | -13.4% | +44.5% | -57.9% | -25.9% |
| YTD | +40.1% | +59.4% | -19.3% | +8.5% |
| 1Y | +47.7% | +77.5% | -29.9% | +7.5% |
| All | +47.7% | +71.2% | -23.5% | +7.5% |
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