-41.9%
SWKS vs MTUM
+46.8%
-88.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | -3.8% |
| 7D | -2.7% | -2.8% | 0.0% | -0.7% |
| 30D | +8.5% | -16.4% | +24.9% | +27.5% |
| 3M | +17.3% | -13.4% | +30.6% | +32.7% |
| 6M | +25.1% | -11.1% | +36.2% | +37.0% |
| YTD | +33.3% | +7.3% | +26.1% | +18.4% |
| 1Y | +22.9% | +8.5% | +14.4% | +7.6% |
| 3Y | +5.5% | +89.5% | -84.0% | -51.6% |
| 5Y | -41.9% | +48.7% | -90.6% | -66.5% |
| All | -41.9% | +46.8% | -88.7% | -66.5% |
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 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