-51.2%
SWKS vs MTUM
+78.8%
-129.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.6% | +0.6% |
| 7D | +11.8% | +4.1% | +7.7% | +7.5% |
| 30D | +6.7% | -0.2% | +6.9% | +6.7% |
| 3M | 0.0% | -1.9% | +1.9% | +1.0% |
| 6M | +38.7% | +28.1% | +10.6% | +5.8% |
| YTD | +21.4% | +23.6% | -2.2% | -4.7% |
| 1Y | +2.9% | +26.1% | -23.2% | -21.0% |
| 3Y | -16.4% | +116.8% | -133.2% | -65.6% |
| 5Y | -51.2% | +80.0% | -131.2% | -75.9% |
| All | -51.2% | +78.8% | -129.9% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling