+37.8%
SWKS vs MTUM
+299.9%
-262.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -3.1% | -4.1% | +0.9% | +0.6% |
| 30D | +8.3% | -16.6% | +24.9% | +30.3% |
| 3M | +20.2% | -13.0% | +33.2% | +37.5% |
| 6M | +24.9% | -11.3% | +36.2% | +38.4% |
| YTD | +33.2% | +7.1% | +26.1% | +16.8% |
| 1Y | +23.6% | +6.4% | +17.2% | +9.1% |
| 3Y | +1.3% | +85.9% | -84.6% | -54.9% |
| 5Y | -40.6% | +50.0% | -90.6% | -65.3% |
| All | +37.8% | +299.9% | -262.0% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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