+35.3%
SWKS vs MTB
+122.1%
-86.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | -3.1% | -0.7% | -2.5% | -2.9% |
| 30D | +8.3% | +1.4% | +6.9% | +7.5% |
| 3M | +20.2% | -11.6% | +31.8% | +26.7% |
| 6M | +24.9% | +5.4% | +19.5% | +21.6% |
| YTD | +33.2% | +11.7% | +21.4% | +26.0% |
| 1Y | +23.6% | +20.5% | +3.0% | +13.1% |
| 3Y | +1.3% | +104.5% | -103.3% | -26.3% |
| 5Y | -40.6% | +65.1% | -105.7% | -54.0% |
| 10Y | +35.3% | +119.5% | -84.2% | +2.4% |
| All | +35.3% | +122.1% | -86.8% | +2.4% |
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