+32.1%
SWKS vs SMTC
+313.7%
-281.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.7% | -11.5% | -3.6% |
| 7D | -6.2% | -19.0% | +12.8% | +0.2% |
| 30D | -1.5% | -46.7% | +45.3% | +21.5% |
| 3M | +23.0% | -23.4% | +46.4% | +28.1% |
| 6M | +27.6% | -13.4% | +41.0% | +23.4% |
| YTD | +32.3% | +40.1% | -7.7% | +1.9% |
| 1Y | +20.1% | +47.7% | -27.6% | -10.4% |
| 3Y | +0.6% | +606.9% | -606.3% | -72.3% |
| 5Y | -42.3% | +14.4% | -56.7% | -60.4% |
| All | +32.1% | +313.7% | -281.6% | -48.2% |
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