-53.0%
SWKS vs MET
+85.3%
-138.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.6% |
| 7D | +12.5% | +1.2% | +11.4% | +11.6% |
| 30D | +10.5% | +1.4% | +9.1% | +9.1% |
| 3M | -7.4% | +17.7% | -25.1% | -17.5% |
| 6M | +32.7% | +35.0% | -2.3% | +7.2% |
| YTD | +19.2% | +26.3% | -7.1% | +0.7% |
| 1Y | +2.4% | +22.8% | -20.4% | -12.2% |
| 3Y | -25.6% | +65.9% | -91.6% | -47.8% |
| All | -53.0% | +85.3% | -138.4% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling