+32.4%
SWKS vs SMTC
+365.8%
-333.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.8% | -12.0% | -4.0% |
| 7D | -2.7% | -4.8% | +2.1% | -2.6% |
| 30D | +8.5% | -37.8% | +46.3% | +25.7% |
| 3M | +17.3% | -16.5% | +33.8% | +17.9% |
| 6M | +25.1% | -4.4% | +29.5% | +16.2% |
| YTD | +33.3% | +58.0% | -24.7% | -2.2% |
| 1Y | +22.9% | +62.0% | -39.1% | -11.7% |
| 3Y | +5.5% | +745.7% | -740.1% | -73.2% |
| 5Y | -41.9% | +29.0% | -70.9% | -62.0% |
| 10Y | +32.4% | +351.4% | -318.9% | -51.4% |
| All | +32.4% | +365.8% | -333.4% | -51.4% |
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