+32.1%
SWKS vs MOD
+911.6%
-879.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | 0.0% |
| 7D | -6.2% | -25.5% | +19.4% | -0.5% |
| 30D | -1.5% | -49.0% | +47.5% | +13.1% |
| 3M | +23.0% | -49.8% | +72.8% | +40.7% |
| 6M | +27.6% | -64.8% | +92.4% | +56.5% |
| YTD | +32.3% | -27.6% | +60.0% | +36.5% |
| 1Y | +20.1% | -35.2% | +55.3% | +25.8% |
| 3Y | +0.6% | +137.1% | -136.5% | -24.9% |
| 5Y | -42.3% | +760.3% | -802.6% | -68.3% |
| All | +32.1% | +911.6% | -879.5% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling