+32.1%
SWKS vs SIMO
+379.7%
-347.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -2.9% | -0.1% |
| 7D | -6.2% | -22.0% | +15.8% | +0.7% |
| 30D | -1.5% | -43.0% | +41.6% | +15.5% |
| 3M | +23.0% | -39.1% | +62.1% | +39.1% |
| 6M | +27.6% | -33.3% | +60.9% | +35.6% |
| YTD | +32.3% | +77.0% | -44.7% | -8.1% |
| 1Y | +20.1% | +73.0% | -52.9% | -16.0% |
| 3Y | +0.6% | +215.7% | -215.1% | -46.5% |
| 5Y | -42.3% | +155.6% | -197.9% | -68.9% |
| All | +32.1% | +379.7% | -347.6% | -51.0% |
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