+0.6%
SWKS vs SM
-20.0%
+20.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -6.2% | -25.9% | +19.7% | +1.1% |
| 30D | -1.5% | -15.1% | +13.6% | +2.1% |
| 3M | +23.0% | +4.9% | +18.1% | +19.7% |
| 6M | +27.6% | +6.1% | +21.5% | +21.2% |
| YTD | +32.3% | +63.4% | -31.1% | +6.0% |
| 1Y | +20.1% | +72.5% | -52.3% | -6.2% |
| 3Y | +0.6% | -16.9% | +17.5% | -7.9% |
| All | +0.6% | -20.0% | +20.7% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling