+1,941.4%
SWKS vs MAR
+3,122.8%
-1,181.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.1% |
| 7D | -9.2% | +4.4% | -13.6% | -11.4% |
| 30D | -1.9% | +15.5% | -17.4% | -9.5% |
| 3M | +21.2% | +15.7% | +5.5% | +11.3% |
| 6M | +12.9% | +18.2% | -5.3% | +1.8% |
| YTD | +30.7% | +35.3% | -4.6% | +9.1% |
| 1Y | +14.1% | +48.6% | -34.5% | -9.7% |
| 3Y | -1.7% | +124.3% | -126.0% | -38.0% |
| 5Y | -43.0% | +159.7% | -202.7% | -67.3% |
| 10Y | +34.3% | +555.2% | -520.9% | -58.6% |
| All | +1,941.4% | +3,122.8% | -1,181.4% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling