-43.6%
SWKS vs MUB
+3.2%
-46.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -6.2% | +0.7% | -6.9% | -7.0% |
| 30D | -1.5% | +4.4% | -5.9% | -6.7% |
| 3M | +23.0% | -0.4% | +23.4% | +24.1% |
| 6M | +27.6% | -0.9% | +28.5% | +29.7% |
| YTD | +32.3% | +0.1% | +32.2% | +32.7% |
| 1Y | +20.1% | +0.5% | +19.6% | +19.8% |
| 3Y | +0.6% | +11.7% | -11.1% | -15.5% |
| All | -43.6% | +3.2% | -46.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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