+50.8%
SWKS vs MET
+197.3%
-146.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +9.4% | +4.5% | +5.0% | +6.7% |
| 30D | +17.0% | +3.5% | +13.4% | +14.3% |
| 3M | +28.9% | +5.9% | +23.0% | +24.1% |
| 6M | +33.1% | +33.1% | +0.1% | +11.4% |
| YTD | +44.8% | +33.6% | +11.2% | +20.6% |
| 1Y | +36.2% | +32.7% | +3.5% | +13.9% |
| 3Y | +11.5% | +85.0% | -73.6% | -22.9% |
| 5Y | -37.1% | +85.6% | -122.7% | -56.9% |
| All | +50.8% | +197.3% | -146.5% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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