+32.1%
SWKS vs SFM
+138.2%
-106.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.1% | +1.8% |
| 7D | -6.2% | -1.2% | -4.9% | -6.2% |
| 30D | -1.5% | -24.8% | +23.3% | +1.4% |
| 3M | +23.0% | -43.7% | +66.7% | +31.4% |
| 6M | +27.6% | -37.3% | +64.9% | +33.5% |
| YTD | +32.3% | -38.4% | +70.7% | +38.2% |
| 1Y | +20.1% | -36.9% | +57.0% | +24.9% |
| 3Y | +0.6% | +20.7% | -20.0% | -7.3% |
| 5Y | -42.3% | +103.5% | -145.8% | -51.7% |
| All | +32.1% | +138.2% | -106.1% | +4.3% |
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