+319.4%
SWKS vs SFM
+47.4%
+272.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +3.1% | -1.3% |
| 7D | -9.2% | +7.5% | -16.7% | -10.4% |
| 30D | -1.9% | -20.8% | +18.9% | +0.8% |
| 3M | +21.2% | -39.4% | +60.6% | +29.6% |
| 6M | +12.9% | -34.5% | +47.4% | +18.4% |
| YTD | +30.7% | -35.2% | +66.0% | +36.8% |
| 1Y | +14.1% | -35.3% | +49.4% | +19.3% |
| 3Y | -1.7% | +23.9% | -25.6% | -11.3% |
| 5Y | -43.0% | +113.8% | -156.8% | -54.7% |
| 10Y | +34.3% | +152.0% | -117.6% | -3.6% |
| All | +319.4% | +47.4% | +272.0% | +247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling