-17.1%
SWKS vs EME
+242.1%
-259.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.0% |
| 7D | +12.5% | +1.9% | +10.6% | +11.8% |
| 30D | +10.5% | -8.3% | +18.8% | +13.4% |
| 3M | -7.4% | -10.7% | +3.4% | -4.3% |
| 6M | +32.7% | +1.9% | +30.8% | +31.1% |
| YTD | +19.2% | +23.5% | -4.3% | +9.8% |
| 1Y | +2.4% | +18.0% | -15.6% | -6.0% |
| All | -17.1% | +242.1% | -259.1% | -48.5% |
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