+27.6%
SWKS vs MAR
+424.3%
-396.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | -4.2% | +16.7% | +14.8% |
| 30D | +10.5% | -6.7% | +17.2% | +14.2% |
| 3M | -7.4% | -12.5% | +5.1% | -1.5% |
| 6M | +32.7% | +0.6% | +32.1% | +31.0% |
| YTD | +19.2% | +9.1% | +10.0% | +12.6% |
| 1Y | +2.4% | +26.2% | -23.8% | -10.7% |
| 3Y | -25.6% | +68.2% | -93.8% | -43.9% |
| 5Y | -53.4% | +163.9% | -217.3% | -71.7% |
| All | +27.6% | +424.3% | -396.8% | -47.3% |
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