-43.6%
SWKS vs EMB
+6.0%
-49.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -6.2% | -0.1% | -6.1% | -6.1% |
| 30D | -1.5% | +1.3% | -2.8% | -3.4% |
| 3M | +23.0% | -2.7% | +25.7% | +28.1% |
| 6M | +27.6% | -2.8% | +30.4% | +33.6% |
| YTD | +32.3% | -1.1% | +33.4% | +34.8% |
| 1Y | +20.1% | 0.0% | +20.1% | +20.3% |
| 3Y | +0.6% | +28.8% | -28.1% | -28.1% |
| All | -43.6% | +6.0% | -49.6% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling