+25.9%
SWKS vs SIMO
+502.1%
-476.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.7% | -5.2% | +0.8% |
| 7D | +12.5% | +4.2% | +8.3% | +11.0% |
| 30D | +10.5% | +4.1% | +6.4% | +7.8% |
| 3M | -7.4% | -12.9% | +5.5% | -6.8% |
| 6M | +32.7% | +110.3% | -77.7% | -5.8% |
| YTD | +19.2% | +178.6% | -159.4% | -26.2% |
| 1Y | +2.4% | +220.0% | -217.6% | -40.4% |
| 3Y | -25.6% | +409.0% | -434.7% | -64.9% |
| 5Y | -53.4% | +277.3% | -330.7% | -76.9% |
| All | +25.9% | +502.1% | -476.2% | -54.8% |
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