-37.7%
SWKS vs EMR
+88.1%
-125.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.3% | +6.2% | +6.1% |
| 7D | +5.7% | -2.0% | +7.7% | +6.9% |
| 30D | +17.3% | +2.8% | +14.5% | +14.9% |
| 3M | +28.3% | +2.0% | +26.3% | +26.0% |
| 6M | +26.1% | +20.7% | +5.3% | +10.4% |
| YTD | +41.1% | +27.3% | +13.8% | +15.4% |
| 1Y | +31.4% | +31.0% | +0.4% | +5.1% |
| 3Y | +7.3% | +103.6% | -96.3% | -41.1% |
| 5Y | -37.7% | +88.6% | -126.3% | -64.6% |
| All | -37.7% | +88.1% | -125.8% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling