-25.2%
SWKS vs EMR
+63.1%
-88.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.5% |
| 7D | +12.5% | -1.5% | +14.0% | +13.5% |
| 30D | +10.5% | -5.6% | +16.1% | +14.1% |
| 3M | -7.4% | +7.9% | -15.3% | -11.7% |
| 6M | +32.7% | +6.0% | +26.6% | +26.4% |
| YTD | +19.2% | +16.4% | +2.7% | +5.2% |
| 1Y | +2.4% | +16.6% | -14.2% | -10.2% |
| All | -25.2% | +63.1% | -88.4% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling