+1,308.0%
SWKS vs SIMO
+1,993.5%
-685.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.4% | +12.3% | +2.1% |
| 7D | -9.2% | -31.4% | +22.2% | +0.5% |
| 30D | -1.9% | -45.2% | +43.3% | +14.6% |
| 3M | +21.2% | -36.5% | +57.7% | +33.9% |
| 6M | +12.9% | -34.2% | +47.1% | +20.2% |
| YTD | +30.7% | +69.9% | -39.2% | -0.9% |
| 1Y | +14.1% | +60.4% | -46.3% | -12.1% |
| 3Y | -1.7% | +203.1% | -204.8% | -38.7% |
| 5Y | -43.0% | +145.4% | -188.4% | -63.8% |
| 10Y | +34.3% | +368.9% | -334.6% | -32.9% |
| All | +1,308.0% | +1,993.5% | -685.5% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling