+18.9%
SWKS vs MAR
+62.0%
-43.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.4% |
| 7D | -4.9% | +7.7% | -12.7% | -6.7% |
| 30D | -1.2% | +19.4% | -20.6% | -5.6% |
| 3M | +24.2% | +23.3% | +0.8% | +17.4% |
| 6M | +21.5% | +22.8% | -1.4% | +14.2% |
| YTD | +33.5% | +37.8% | -4.3% | +18.7% |
| 1Y | +18.9% | +57.4% | -38.4% | -2.7% |
| All | +18.9% | +62.0% | -43.1% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling