+42.3%
SWKS vs MTUM
+349.9%
-307.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.3% |
| 7D | +6.8% | +4.1% | +2.7% | +2.1% |
| 30D | +11.3% | +0.6% | +10.6% | +10.2% |
| 3M | +4.1% | -0.6% | +4.7% | +3.4% |
| 6M | +39.7% | +25.3% | +14.3% | +5.6% |
| YTD | +23.2% | +23.8% | -0.6% | -6.4% |
| 1Y | +5.3% | +25.4% | -20.1% | -21.3% |
| 3Y | -15.1% | +117.3% | -132.4% | -67.7% |
| 5Y | -50.3% | +79.7% | -130.0% | -76.0% |
| 10Y | +42.3% | +359.6% | -317.2% | -80.9% |
| All | +42.3% | +349.9% | -307.5% | -80.9% |
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