+425.3%
SWKS vs MTUM
+514.8%
-89.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | -4.7% |
| 7D | -2.7% | -2.8% | 0.0% | -0.5% |
| 30D | +8.5% | -16.4% | +24.9% | +30.9% |
| 3M | +17.3% | -13.4% | +30.6% | +35.3% |
| 6M | +25.1% | -11.1% | +36.2% | +38.6% |
| YTD | +33.3% | +7.3% | +26.1% | +16.2% |
| 1Y | +22.9% | +8.5% | +14.4% | +5.4% |
| 3Y | +5.5% | +89.5% | -84.0% | -55.0% |
| 5Y | -41.9% | +48.7% | -90.6% | -66.2% |
| 10Y | +32.4% | +295.6% | -263.2% | -78.4% |
| All | +425.3% | +514.8% | -89.5% | -42.9% |
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 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