+47.0%
SWKS vs SFM
+133.2%
-86.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.5% | +2.5% | +5.5% |
| 7D | +5.7% | -7.1% | +12.8% | +6.6% |
| 30D | +17.3% | -21.4% | +38.7% | +20.1% |
| 3M | +28.3% | -40.1% | +68.4% | +36.0% |
| 6M | +26.1% | -38.0% | +64.1% | +32.3% |
| YTD | +41.1% | -36.5% | +77.6% | +46.9% |
| 1Y | +31.4% | -35.2% | +66.6% | +36.3% |
| 3Y | +7.3% | +23.5% | -16.2% | -1.5% |
| 5Y | -37.7% | +109.7% | -147.4% | -48.2% |
| All | +47.0% | +133.2% | -86.2% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling