-43.6%
SWKS vs MET
+78.1%
-121.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.1% |
| 7D | -6.2% | -1.2% | -5.0% | -5.6% |
| 30D | -1.5% | +3.2% | -4.7% | -3.9% |
| 3M | +23.0% | -1.1% | +24.1% | +23.0% |
| 6M | +27.6% | +25.0% | +2.6% | +8.1% |
| YTD | +32.3% | +27.9% | +4.4% | +10.1% |
| 1Y | +20.1% | +32.9% | -12.8% | -2.7% |
| 3Y | +0.6% | +78.8% | -78.1% | -33.3% |
| All | -43.6% | +78.1% | -121.7% | -61.7% |
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