+24.0%
SWKS vs EMB
+0.6%
+23.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.7% |
| 7D | -3.1% | +0.5% | -3.7% | -3.9% |
| 30D | +8.3% | +1.3% | +7.0% | +6.1% |
| 3M | +20.2% | -1.7% | +21.9% | +23.6% |
| 6M | +24.9% | -1.8% | +26.7% | +28.8% |
| YTD | +33.2% | -0.2% | +33.3% | +34.4% |
| All | +24.0% | +0.6% | +23.4% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling