+0.6%
SWKS vs EMB
+28.8%
-28.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | -0.1% | -6.1% | -6.0% |
| 30D | -1.5% | +1.3% | -2.8% | -4.1% |
| 3M | +23.0% | -2.2% | +25.2% | +28.7% |
| 6M | +27.6% | -2.3% | +30.0% | +34.3% |
| YTD | +32.3% | -0.6% | +32.9% | +34.0% |
| 1Y | +20.1% | +0.5% | +19.6% | +18.8% |
| 3Y | +0.6% | +29.4% | -28.8% | -32.7% |
| All | +0.6% | +28.8% | -28.2% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling