+32.1%
SWKS vs MAR
+544.2%
-512.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -6.2% | +4.3% | -10.5% | -8.2% |
| 30D | -1.5% | +16.8% | -18.3% | -8.9% |
| 3M | +23.0% | +16.0% | +6.9% | +13.6% |
| 6M | +27.6% | +16.5% | +11.1% | +17.1% |
| YTD | +32.3% | +35.0% | -2.7% | +12.2% |
| 1Y | +20.1% | +49.4% | -29.2% | -3.4% |
| 3Y | +0.6% | +124.1% | -123.4% | -34.1% |
| 5Y | -42.3% | +159.2% | -201.5% | -65.1% |
| All | +32.1% | +544.2% | -512.1% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling