+25.9%
SWKS vs SFM
+256.7%
-230.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.7% | +3.1% |
| 7D | +12.5% | -0.1% | +12.6% | +12.5% |
| 30D | +10.5% | -4.4% | +14.9% | +11.1% |
| 3M | -7.4% | +1.5% | -8.9% | -8.0% |
| 6M | +32.7% | +6.5% | +26.2% | +30.3% |
| YTD | +19.2% | +2.2% | +17.0% | +17.5% |
| 1Y | +2.4% | -41.9% | +44.3% | +9.1% |
| 3Y | -25.6% | +106.8% | -132.4% | -35.7% |
| 5Y | -53.4% | +231.6% | -285.0% | -63.2% |
| All | +25.9% | +256.7% | -230.8% | -5.4% |
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