+36.2%
SWKS vs SM
+84.2%
-48.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +9.4% | +9.4% | 0.0% | +8.6% |
| 30D | +17.0% | -14.4% | +31.3% | +18.0% |
| 3M | +28.9% | +1.6% | +27.4% | +29.3% |
| 6M | +33.1% | +6.3% | +26.8% | +33.1% |
| YTD | +44.8% | +78.8% | -34.0% | +24.0% |
| 1Y | +36.2% | +83.1% | -46.9% | +16.0% |
| All | +36.2% | +84.2% | -48.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling