+32.4%
SWKS vs MTB
+136.2%
-103.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.2% |
| 7D | -2.7% | -0.8% | -2.0% | -2.5% |
| 30D | +8.5% | +2.4% | +6.1% | +7.3% |
| 3M | +17.3% | -10.5% | +27.8% | +22.9% |
| 6M | +25.1% | +6.4% | +18.7% | +21.2% |
| YTD | +33.3% | +12.8% | +20.5% | +25.7% |
| 1Y | +22.9% | +23.3% | -0.4% | +11.4% |
| 3Y | +5.5% | +108.2% | -102.7% | -23.8% |
| 5Y | -41.9% | +68.6% | -110.5% | -55.4% |
| 10Y | +32.4% | +125.3% | -92.8% | +2.2% |
| All | +32.4% | +136.2% | -103.8% | +2.2% |
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