+5.3%
SWKS vs MTUM
+26.2%
-21.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +6.8% | +4.1% | +2.7% | +3.9% |
| 30D | +11.3% | +0.6% | +10.6% | +10.5% |
| 3M | +4.1% | -0.6% | +4.7% | +4.2% |
| 6M | +39.7% | +25.3% | +14.3% | +23.3% |
| YTD | +23.2% | +23.8% | -0.6% | +7.9% |
| 1Y | +5.3% | +25.4% | -20.1% | -6.2% |
| All | +5.3% | +26.2% | -21.0% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling