+0.6%
SWKS vs MTB
+95.2%
-94.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.7% |
| 7D | -6.2% | -1.3% | -4.8% | -5.5% |
| 30D | -1.5% | +0.5% | -2.0% | -1.9% |
| 3M | +23.0% | -12.4% | +35.4% | +32.2% |
| 6M | +27.6% | +1.5% | +26.1% | +25.5% |
| YTD | +32.3% | +10.3% | +22.0% | +23.2% |
| 1Y | +20.1% | +22.2% | -2.1% | +5.0% |
| 3Y | +0.6% | +96.9% | -96.3% | -33.4% |
| All | +0.6% | +95.2% | -94.6% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling