-36.5%
SWKS vs EMR
+87.8%
-124.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.4% | +2.8% | +6.6% | +7.3% |
| 30D | +17.0% | +3.7% | +13.3% | +14.0% |
| 3M | +28.9% | +2.0% | +26.9% | +26.6% |
| 6M | +33.1% | +22.1% | +11.0% | +15.6% |
| YTD | +44.8% | +27.2% | +17.6% | +18.5% |
| 1Y | +36.2% | +32.0% | +4.2% | +8.3% |
| 3Y | +11.5% | +103.3% | -91.8% | -38.7% |
| All | -36.5% | +87.8% | -124.3% | -64.2% |
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