+35.3%
SWKS vs MAR
+528.1%
-492.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.4% |
| 7D | -3.1% | +2.9% | -6.0% | -4.5% |
| 30D | +8.3% | +17.0% | -8.7% | +0.1% |
| 3M | +20.2% | +23.2% | -2.9% | +7.9% |
| 6M | +24.9% | +21.7% | +3.2% | +12.2% |
| YTD | +33.2% | +38.9% | -5.7% | +11.3% |
| 1Y | +23.6% | +48.7% | -25.1% | -0.3% |
| 3Y | +1.3% | +122.9% | -121.6% | -33.6% |
| 5Y | -40.6% | +177.5% | -218.1% | -65.1% |
| 10Y | +35.3% | +537.5% | -502.3% | -35.5% |
| All | +35.3% | +528.1% | -492.9% | -35.5% |
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