+8,794.6%
SWKS vs EMR
+4,305.0%
+4,489.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | +0.9% |
| 7D | -9.2% | -4.8% | -4.4% | -6.4% |
| 30D | -1.9% | +0.7% | -2.7% | -2.6% |
| 3M | +21.2% | +0.4% | +20.8% | +20.2% |
| 6M | +12.9% | +18.4% | -5.5% | -0.5% |
| YTD | +30.7% | +23.9% | +6.8% | +10.2% |
| 1Y | +14.1% | +24.7% | -10.6% | -4.2% |
| 3Y | -1.7% | +86.4% | -88.1% | -37.8% |
| 5Y | -43.0% | +83.3% | -126.3% | -63.6% |
| 10Y | +34.3% | +320.2% | -285.9% | -53.6% |
| All | +8,794.6% | +4,305.0% | +4,489.6% | +1,216.2% |
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 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