-53.0%
SWKS vs EME
+529.3%
-582.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.9% |
| 7D | +12.5% | +1.9% | +10.6% | +11.7% |
| 30D | +10.5% | -8.3% | +18.8% | +14.0% |
| 3M | -7.4% | -10.7% | +3.4% | -3.9% |
| 6M | +32.7% | +1.9% | +30.8% | +30.3% |
| YTD | +19.2% | +23.5% | -4.3% | +7.6% |
| 1Y | +2.4% | +18.0% | -15.6% | -7.7% |
| 3Y | -25.6% | +236.1% | -261.7% | -61.9% |
| All | -53.0% | +529.3% | -582.3% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling