+37.8%
SWKS vs SM
+4.8%
+33.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.3% |
| 7D | -3.1% | -19.5% | +16.3% | -0.5% |
| 30D | +8.3% | -20.2% | +28.5% | +11.3% |
| 3M | +20.2% | -6.5% | +26.7% | +20.8% |
| 6M | +24.9% | +1.6% | +23.4% | +23.2% |
| YTD | +33.2% | +61.2% | -28.1% | +22.9% |
| 1Y | +23.6% | +65.4% | -41.8% | +13.5% |
| 3Y | +1.3% | -13.0% | +14.3% | -0.5% |
| 5Y | -40.6% | -4.3% | -36.3% | -43.4% |
| All | +37.8% | +4.8% | +33.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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