+1,131.0%
SWKS vs EMB
+126.0%
+1,005.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.5% |
| 7D | -9.2% | -0.3% | -8.9% | -8.9% |
| 30D | -1.9% | +1.1% | -3.0% | -3.0% |
| 3M | +21.2% | -2.9% | +24.2% | +24.8% |
| 6M | +12.9% | -2.1% | +15.0% | +15.3% |
| YTD | +30.7% | -1.1% | +31.8% | +32.4% |
| 1Y | +14.1% | +0.3% | +13.8% | +14.0% |
| 3Y | -1.7% | +27.7% | -29.4% | -20.9% |
| 5Y | -43.0% | +6.0% | -49.0% | -45.9% |
| 10Y | +34.3% | +29.1% | +5.2% | +13.4% |
| All | +1,131.0% | +126.0% | +1,005.0% | +759.5% |
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