+32.4%
SWKS vs SIMO
+434.7%
-402.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -1.0% |
| 7D | -2.7% | -8.5% | +5.7% | -0.7% |
| 30D | +8.5% | -34.8% | +43.3% | +21.9% |
| 3M | +17.3% | -32.8% | +50.1% | +28.7% |
| 6M | +25.1% | -32.0% | +57.1% | +32.3% |
| YTD | +33.3% | +87.0% | -53.7% | -9.0% |
| 1Y | +22.9% | +86.1% | -63.2% | -16.2% |
| 3Y | +5.5% | +226.4% | -220.9% | -44.4% |
| 5Y | -41.9% | +172.1% | -214.0% | -69.3% |
| 10Y | +32.4% | +408.0% | -375.6% | -51.5% |
| All | +32.4% | +434.7% | -402.3% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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