+32.8%
SMTC vs SWK
-28.9%
+61.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.4% |
| 7D | +30.5% | -2.0% | +32.4% | +32.0% |
| 30D | -30.9% | +24.6% | -55.5% | -39.9% |
| 3M | -14.7% | +10.8% | -25.5% | -20.9% |
| 6M | -9.6% | +46.1% | -55.6% | -28.7% |
| YTD | +62.1% | +56.8% | +5.2% | +20.5% |
| 1Y | +66.6% | +72.7% | -6.1% | +16.9% |
| 3Y | +718.1% | +49.9% | +668.2% | +500.5% |
| 5Y | +32.8% | -30.9% | +63.7% | +35.2% |
| All | +32.8% | -28.9% | +61.7% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling