+0.6%
SWKS vs EME
+191.8%
-191.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.5% |
| 7D | -6.2% | -10.5% | +4.3% | -3.1% |
| 30D | -1.5% | -22.4% | +20.9% | +6.1% |
| 3M | +23.0% | -24.7% | +47.7% | +33.2% |
| 6M | +27.6% | -35.5% | +63.1% | +44.8% |
| YTD | +32.3% | -0.3% | +32.6% | +29.3% |
| 1Y | +20.1% | -6.7% | +26.9% | +19.9% |
| 3Y | +0.6% | +190.6% | -190.0% | -36.0% |
| All | +0.6% | +191.8% | -191.1% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling