+18.9%
SWKS vs SFM
-35.8%
+54.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.5% | -2.9% |
| 7D | -4.9% | -12.3% | +7.3% | -4.7% |
| 30D | -1.2% | -16.2% | +15.0% | -0.7% |
| 3M | +24.2% | -36.8% | +60.9% | +27.6% |
| 6M | +21.5% | -32.6% | +54.1% | +22.6% |
| YTD | +33.5% | -31.7% | +65.2% | +31.7% |
| 1Y | +18.9% | -35.0% | +53.9% | +18.0% |
| All | +18.9% | -35.8% | +54.7% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling