+8,981.9%
SWKS vs MOD
+1,673.7%
+7,308.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -21.4% | +18.5% | +3.0% |
| 7D | -4.9% | -31.3% | +26.4% | +4.5% |
| 30D | -1.2% | -46.1% | +44.9% | +15.5% |
| 3M | +24.2% | -51.1% | +75.3% | +47.8% |
| 6M | +21.5% | -62.1% | +83.5% | +53.1% |
| YTD | +33.5% | -26.2% | +59.7% | +37.1% |
| 1Y | +18.9% | -32.6% | +51.5% | +23.8% |
| 3Y | +0.4% | +133.8% | -133.5% | -32.0% |
| 5Y | -44.3% | +792.8% | -837.0% | -75.6% |
| 10Y | +37.1% | +959.8% | -922.6% | -54.4% |
| All | +8,981.9% | +1,673.7% | +7,308.2% | +1,436.5% |
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 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