-53.0%
SWKS vs EMR
+60.6%
-113.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.4% |
| 7D | +12.5% | -1.5% | +14.0% | +13.6% |
| 30D | +10.5% | -5.6% | +16.1% | +14.5% |
| 3M | -7.4% | +7.9% | -15.3% | -12.2% |
| 6M | +32.7% | +6.0% | +26.6% | +25.5% |
| YTD | +19.2% | +16.4% | +2.7% | +4.1% |
| 1Y | +2.4% | +16.6% | -14.2% | -11.0% |
| 3Y | -25.6% | +62.9% | -88.5% | -51.2% |
| All | -53.0% | +60.6% | -113.6% | -71.1% |
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