+50.8%
SWKS vs SMTC
+333.2%
-282.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.4% |
| 7D | +9.4% | +11.0% | -1.6% | +4.6% |
| 30D | +17.0% | -28.5% | +45.5% | +28.6% |
| 3M | +28.9% | -14.2% | +43.1% | +28.2% |
| 6M | +33.1% | -18.0% | +51.1% | +31.3% |
| YTD | +44.8% | +55.5% | -10.7% | +6.6% |
| 1Y | +36.2% | +69.5% | -33.3% | -4.0% |
| 3Y | +11.5% | +699.7% | -688.2% | -71.0% |
| 5Y | -37.1% | +27.4% | -64.5% | -58.8% |
| All | +50.8% | +333.2% | -282.4% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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