-53.0%
SWKS vs EMB
+7.4%
-60.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | 0.0% | +12.5% | +12.5% |
| 30D | +10.5% | -0.3% | +10.8% | +11.0% |
| 3M | -7.4% | -0.4% | -7.0% | -6.5% |
| 6M | +32.7% | +0.1% | +32.5% | +32.7% |
| YTD | +19.2% | +1.6% | +17.6% | +16.7% |
| 1Y | +2.4% | +5.6% | -3.2% | -5.4% |
| 3Y | -25.6% | +29.8% | -55.5% | -47.4% |
| All | -53.0% | +7.4% | -60.4% | -60.6% |
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