+27.6%
SWKS vs SFM
-37.6%
+65.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.1% | +0.6% |
| 7D | -6.2% | -1.2% | -4.9% | -6.1% |
| 30D | -1.5% | -24.8% | +23.3% | -4.1% |
| 3M | +23.0% | -43.7% | +66.7% | +17.6% |
| 6M | +27.6% | -37.3% | +64.9% | +23.5% |
| All | +27.6% | -37.6% | +65.2% | +23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling