+18.9%
SWKS vs EMR
+25.6%
-6.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.8% |
| 7D | -4.9% | +1.6% | -6.6% | -5.5% |
| 30D | -1.2% | +5.0% | -6.2% | -3.0% |
| 3M | +24.2% | +7.7% | +16.5% | +20.5% |
| 6M | +21.5% | +26.8% | -5.3% | +11.1% |
| YTD | +33.5% | +29.9% | +3.6% | +16.9% |
| 1Y | +18.9% | +25.7% | -6.8% | +5.7% |
| All | +18.9% | +25.6% | -6.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling