+35.3%
SWKS vs SMTC
+334.8%
-299.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.8% |
| 7D | -3.1% | -10.9% | +7.8% | -0.5% |
| 30D | +8.3% | -39.4% | +47.7% | +26.8% |
| 3M | +20.2% | -13.5% | +33.8% | +19.2% |
| 6M | +24.9% | -6.8% | +31.8% | +17.2% |
| YTD | +33.2% | +54.0% | -20.9% | -1.4% |
| 1Y | +23.6% | +50.8% | -27.2% | -8.5% |
| 3Y | +1.3% | +677.3% | -676.1% | -73.2% |
| 5Y | -40.6% | +28.7% | -69.3% | -61.3% |
| 10Y | +35.3% | +339.9% | -304.6% | -51.1% |
| All | +35.3% | +334.8% | -299.5% | -51.1% |
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