-44.3%
SWKS vs MAR
+155.5%
-199.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.0% |
| 7D | -9.2% | +4.4% | -13.6% | -11.7% |
| 30D | -1.9% | +15.5% | -17.4% | -10.3% |
| 3M | +21.2% | +15.7% | +5.5% | +10.3% |
| 6M | +12.9% | +18.2% | -5.3% | +0.5% |
| YTD | +30.7% | +35.3% | -4.6% | +5.8% |
| 1Y | +14.1% | +48.6% | -34.5% | -13.5% |
| 3Y | -1.7% | +124.3% | -126.0% | -44.6% |
| All | -44.3% | +155.5% | -199.8% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling