+5.5%
SWKS vs SMTC
+696.5%
-691.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.8% | -12.0% | -2.4% |
| 7D | -2.7% | -4.8% | +2.1% | -2.5% |
| 30D | +8.5% | -37.8% | +46.3% | +20.1% |
| 3M | +17.3% | -16.5% | +33.8% | +18.3% |
| 6M | +25.1% | -4.4% | +29.5% | +20.6% |
| YTD | +33.3% | +58.0% | -24.7% | +11.1% |
| 1Y | +22.9% | +62.0% | -39.1% | +1.2% |
| 3Y | +5.5% | +745.7% | -740.1% | -50.8% |
| All | +5.5% | +696.5% | -691.0% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling