+32.4%
SWKS vs EME
+996.0%
-963.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.3% | -6.5% | -2.3% |
| 7D | -2.7% | -4.4% | +1.6% | -1.3% |
| 30D | +8.5% | -17.3% | +25.7% | +16.8% |
| 3M | +17.3% | -20.0% | +37.3% | +27.4% |
| 6M | +25.1% | -29.1% | +54.2% | +42.0% |
| YTD | +33.3% | +6.9% | +26.4% | +24.5% |
| 1Y | +22.9% | +0.8% | +22.1% | +17.7% |
| 3Y | +5.5% | +214.4% | -208.9% | -46.0% |
| 5Y | -41.9% | +404.2% | -446.1% | -77.1% |
| 10Y | +32.4% | +941.9% | -909.5% | -64.0% |
| All | +32.4% | +996.0% | -963.6% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling