+50.8%
SWKS vs EMB
+36.5%
+14.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.3% |
| 7D | +9.4% | -0.9% | +10.3% | +10.9% |
| 30D | +17.0% | +0.4% | +16.6% | +16.2% |
| 3M | +28.9% | -3.1% | +32.0% | +35.1% |
| 6M | +33.1% | -2.1% | +35.2% | +37.7% |
| YTD | +44.8% | -1.1% | +45.9% | +47.3% |
| 1Y | +36.2% | -0.1% | +36.3% | +36.4% |
| 3Y | +11.5% | +29.6% | -18.1% | -23.1% |
| 5Y | -37.1% | +7.2% | -44.3% | -41.7% |
| All | +50.8% | +36.5% | +14.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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