+31.4%
SWKS vs MDY
+15.7%
+15.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.2% | +5.1% |
| 7D | +5.7% | +0.2% | +5.5% | +5.4% |
| 30D | +17.3% | +2.1% | +15.2% | +14.3% |
| 3M | +28.3% | -3.6% | +31.9% | +34.3% |
| 6M | +26.1% | +1.7% | +24.4% | +25.0% |
| YTD | +41.1% | +13.8% | +27.3% | +23.6% |
| 1Y | +31.4% | +15.5% | +15.9% | +12.8% |
| All | +31.4% | +15.7% | +15.7% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling