-43.0%
SWKS vs MOD
+720.4%
-763.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | -0.2% |
| 7D | -9.2% | -34.2% | +25.0% | +0.2% |
| 30D | -1.9% | -51.9% | +50.0% | +16.8% |
| 3M | +21.2% | -53.0% | +74.3% | +44.0% |
| 6M | +12.9% | -66.4% | +79.2% | +44.7% |
| YTD | +30.7% | -31.5% | +62.3% | +36.6% |
| 1Y | +14.1% | -39.6% | +53.7% | +21.9% |
| 3Y | -1.7% | +116.8% | -118.5% | -32.9% |
| 5Y | -43.0% | +713.8% | -756.8% | -75.8% |
| All | -43.0% | +720.4% | -763.4% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling