+1,760.7%
SWKS vs MAR
+2,498.9%
-738.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | -4.2% | +16.7% | +15.0% |
| 30D | +10.5% | -6.7% | +17.2% | +14.5% |
| 3M | -7.4% | -12.5% | +5.1% | -1.1% |
| 6M | +32.7% | +0.6% | +32.1% | +30.9% |
| YTD | +19.2% | +9.1% | +10.0% | +12.2% |
| 1Y | +2.4% | +26.2% | -23.8% | -11.5% |
| 3Y | -25.6% | +68.2% | -93.8% | -45.1% |
| 5Y | -53.4% | +163.9% | -217.3% | -73.4% |
| 10Y | +23.2% | +420.6% | -397.4% | -56.7% |
| All | +1,760.7% | +2,498.9% | -738.3% | +158.1% |
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