+42.3%
SWKS vs MTCH
+188.8%
-146.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.3% |
| 7D | +6.8% | -2.4% | +9.2% | +7.6% |
| 30D | +11.3% | +12.8% | -1.5% | +7.1% |
| 3M | +4.1% | +20.0% | -15.9% | -2.2% |
| 6M | +39.7% | +34.7% | +4.9% | +26.1% |
| YTD | +23.2% | +30.6% | -7.3% | +12.2% |
| 1Y | +5.3% | +10.9% | -5.7% | +0.7% |
| 3Y | -15.1% | -2.0% | -13.1% | -18.8% |
| 5Y | -50.3% | -72.6% | +22.3% | -34.3% |
| 10Y | +42.3% | +197.9% | -155.5% | +0.5% |
| All | +42.3% | +188.8% | -146.4% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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