+32.4%
SWKS vs SFM
+146.8%
-114.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -2.7% | -10.2% | +7.5% | -1.5% |
| 30D | +8.5% | -23.9% | +32.4% | +11.5% |
| 3M | +17.3% | -42.3% | +59.5% | +24.9% |
| 6M | +25.1% | -40.1% | +65.3% | +31.9% |
| YTD | +33.3% | -37.8% | +71.1% | +39.1% |
| 1Y | +22.9% | -37.1% | +60.0% | +27.9% |
| 3Y | +5.5% | +21.5% | -16.0% | -2.9% |
| 5Y | -41.9% | +103.8% | -145.7% | -51.4% |
| 10Y | +32.4% | +142.0% | -109.5% | +4.9% |
| All | +32.4% | +146.8% | -114.4% | +4.9% |
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