+8,007.1%
SWKS vs MOD
+3,565.2%
+4,441.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +2.3% |
| 7D | +12.5% | +9.6% | +2.9% | +9.7% |
| 30D | +10.5% | 0.0% | +10.5% | +10.1% |
| 3M | -7.4% | -35.4% | +28.0% | +3.4% |
| 6M | +32.7% | -7.3% | +39.9% | +32.2% |
| YTD | +19.2% | +45.8% | -26.6% | +3.5% |
| 1Y | +2.4% | +43.1% | -40.8% | -12.1% |
| 3Y | -25.6% | +297.7% | -323.3% | -55.9% |
| 5Y | -53.4% | +1,478.8% | -1,532.2% | -82.3% |
| 10Y | +23.2% | +1,633.4% | -1,610.2% | -63.5% |
| All | +8,007.1% | +3,565.2% | +4,441.9% | +1,047.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling