+8,154.6%
SWKS vs SM
+1,608.3%
+6,546.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.9% |
| 7D | +12.5% | +0.1% | +12.4% | +12.5% |
| 30D | +10.5% | +26.3% | -15.8% | +6.0% |
| 3M | -7.4% | +8.7% | -16.1% | -9.6% |
| 6M | +32.7% | +51.7% | -19.0% | +21.8% |
| YTD | +19.2% | +99.0% | -79.9% | +4.3% |
| 1Y | +2.4% | +34.6% | -32.2% | -4.8% |
| 3Y | -25.6% | -7.8% | -17.9% | -27.7% |
| 5Y | -53.4% | +104.8% | -158.2% | -61.7% |
| 10Y | +23.2% | +7.2% | +15.9% | -21.2% |
| All | +8,154.6% | +1,608.3% | +6,546.2% | +3,352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling