+369.4%
SWKS vs MTUM
+599.3%
-229.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +1.4% |
| 7D | +12.5% | +1.7% | +10.8% | +10.3% |
| 30D | +10.5% | -1.7% | +12.1% | +12.3% |
| 3M | -7.4% | -6.3% | -1.0% | -1.3% |
| 6M | +32.7% | +21.8% | +10.8% | +2.7% |
| YTD | +19.2% | +22.0% | -2.9% | -8.8% |
| 1Y | +2.4% | +25.3% | -23.0% | -24.2% |
| 3Y | -25.6% | +112.1% | -137.8% | -71.6% |
| 5Y | -53.4% | +76.2% | -129.7% | -77.5% |
| 10Y | +23.2% | +340.1% | -317.0% | -81.8% |
| All | +369.4% | +599.3% | -229.9% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling