+33.8%
SWKS vs EMR
+29.8%
+4.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +10.9% | +2.7% | +8.2% | +9.7% |
| 30D | +17.6% | +2.1% | +15.5% | +16.6% |
| 3M | +29.2% | +2.3% | +27.0% | +27.9% |
| 6M | +37.0% | +22.5% | +14.5% | +27.2% |
| YTD | +44.9% | +27.2% | +17.7% | +25.3% |
| 1Y | +33.8% | +28.0% | +5.8% | +14.8% |
| All | +33.8% | +29.8% | +4.0% | +14.8% |
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