+27.6%
SWKS vs SMTC
+434.3%
-406.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.2% | -5.7% | -0.1% |
| 7D | +12.5% | +12.7% | -0.2% | +7.3% |
| 30D | +10.5% | +22.0% | -11.5% | +0.1% |
| 3M | -7.4% | -12.7% | +5.3% | -6.0% |
| 6M | +32.7% | +64.8% | -32.1% | +1.9% |
| YTD | +19.2% | +100.7% | -81.5% | -16.7% |
| 1Y | +2.4% | +146.9% | -144.5% | -35.7% |
| 3Y | -25.6% | +456.8% | -482.4% | -75.4% |
| 5Y | -53.4% | +89.2% | -142.7% | -73.5% |
| All | +27.6% | +434.3% | -406.7% | -59.3% |
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