+51.0%
SWKS vs SFM
+137.0%
-86.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.5% |
| 7D | +10.9% | -0.4% | +11.3% | +10.9% |
| 30D | +17.6% | -19.2% | +36.8% | +20.0% |
| 3M | +29.2% | -40.3% | +69.5% | +37.1% |
| 6M | +37.0% | -40.9% | +77.8% | +45.0% |
| YTD | +44.9% | -35.5% | +80.4% | +50.6% |
| 1Y | +33.8% | -37.4% | +71.2% | +39.6% |
| 3Y | +10.2% | +25.5% | -15.3% | +0.9% |
| 5Y | -37.0% | +113.0% | -150.0% | -47.7% |
| All | +51.0% | +137.0% | -86.0% | +19.6% |
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