+14.0%
SMTC vs SWK
-25.5%
+39.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +12.9% |
| 7D | -19.0% | +11.0% | -30.0% | -24.5% |
| 30D | -46.7% | +30.1% | -76.8% | -54.9% |
| 3M | -23.4% | +14.7% | -38.1% | -30.4% |
| 6M | -13.4% | +44.5% | -57.9% | -31.5% |
| YTD | +40.1% | +59.4% | -19.3% | +3.2% |
| 1Y | +47.7% | +77.5% | -29.9% | +2.0% |
| 3Y | +606.9% | +49.5% | +557.5% | +419.4% |
| All | +14.0% | -25.5% | +39.5% | +11.1% |
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 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