+8,981.9%
SWKS vs EMR
+4,517.1%
+4,464.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -4.5% |
| 7D | -4.9% | +1.6% | -6.6% | -6.0% |
| 30D | -1.2% | +5.0% | -6.2% | -4.5% |
| 3M | +24.2% | +7.7% | +16.5% | +17.7% |
| 6M | +21.5% | +26.8% | -5.3% | +2.5% |
| YTD | +33.5% | +29.9% | +3.6% | +9.2% |
| 1Y | +18.9% | +25.7% | -6.8% | -0.8% |
| 3Y | +0.4% | +95.4% | -95.0% | -38.4% |
| 5Y | -44.3% | +93.7% | -137.9% | -65.7% |
| 10Y | +37.1% | +340.4% | -303.3% | -54.0% |
| All | +8,981.9% | +4,517.1% | +4,464.8% | +1,204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling