+745.7%
SMTC vs SWK
+53.9%
+691.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.8% | +10.0% | +11.4% |
| 7D | -4.8% | +10.7% | -15.5% | -10.7% |
| 30D | -37.8% | +33.3% | -71.2% | -48.1% |
| 3M | -16.5% | +14.7% | -31.1% | -23.9% |
| 6M | -4.4% | +48.5% | -52.9% | -26.0% |
| YTD | +58.0% | +63.9% | -5.9% | +12.7% |
| 1Y | +62.0% | +80.4% | -18.4% | +8.4% |
| 3Y | +745.7% | +58.1% | +687.6% | +462.3% |
| All | +745.7% | +53.9% | +691.8% | +462.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling