+3,503.2%
SWKS vs EME
+61,143.5%
-57,640.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.8% |
| 7D | +12.5% | +1.9% | +10.6% | +11.7% |
| 30D | +10.5% | -8.3% | +18.8% | +14.2% |
| 3M | -7.4% | -10.7% | +3.4% | -4.0% |
| 6M | +32.7% | +1.9% | +30.8% | +29.8% |
| YTD | +19.2% | +23.5% | -4.3% | +6.9% |
| 1Y | +2.4% | +18.0% | -15.6% | -7.7% |
| 3Y | -25.6% | +236.1% | -261.7% | -58.2% |
| 5Y | -53.4% | +527.9% | -581.3% | -80.0% |
| 10Y | +23.2% | +1,252.8% | -1,229.6% | -63.0% |
| All | +3,503.2% | +61,143.5% | -57,640.4% | +486.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling