+18.9%
SWKS vs MOD
-33.0%
+51.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -21.4% | +18.5% | +1.5% |
| 7D | -4.9% | -31.3% | +26.4% | +2.1% |
| 30D | -1.2% | -46.1% | +44.9% | +11.4% |
| 3M | +24.2% | -51.1% | +75.3% | +42.1% |
| 6M | +21.5% | -62.1% | +83.5% | +46.6% |
| YTD | +33.5% | -26.2% | +59.7% | +43.8% |
| 1Y | +18.9% | -32.6% | +51.5% | +28.5% |
| All | +18.9% | -33.0% | +51.9% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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