+50.8%
SWKS vs MTB
+115.1%
-64.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +9.4% | +1.5% | +7.9% | +8.7% |
| 30D | +17.0% | +2.3% | +14.6% | +15.7% |
| 3M | +28.9% | -12.1% | +41.1% | +36.2% |
| 6M | +33.1% | +9.8% | +23.3% | +27.3% |
| YTD | +44.8% | +12.0% | +32.8% | +36.8% |
| 1Y | +36.2% | +22.0% | +14.2% | +23.9% |
| 3Y | +11.5% | +107.6% | -96.1% | -19.5% |
| 5Y | -37.1% | +61.9% | -98.9% | -50.9% |
| All | +50.8% | +115.1% | -64.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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