+1,022.0%
SWKS vs EMB
+132.1%
+889.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | -7.4% | -0.4% | -7.0% | -6.8% |
| 6M | +32.7% | +0.1% | +32.5% | +32.7% |
| YTD | +19.2% | +1.6% | +17.6% | +17.6% |
| 1Y | +2.4% | +5.6% | -3.2% | -2.7% |
| 3Y | -25.6% | +29.8% | -55.5% | -41.1% |
| 5Y | -53.4% | +7.3% | -60.7% | -56.4% |
| 10Y | +23.2% | +30.4% | -7.3% | +2.3% |
| All | +1,022.0% | +132.1% | +889.9% | +663.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling