-40.6%
SWKS vs SMTC
+28.1%
-68.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.6% |
| 7D | -3.1% | -10.9% | +7.8% | -1.0% |
| 30D | +8.3% | -39.4% | +47.7% | +22.5% |
| 3M | +20.2% | -13.5% | +33.8% | +19.9% |
| 6M | +24.9% | -6.8% | +31.8% | +20.0% |
| YTD | +33.2% | +54.0% | -20.9% | +7.5% |
| 1Y | +23.6% | +50.8% | -27.2% | -0.2% |
| 3Y | +1.3% | +677.3% | -676.1% | -61.8% |
| 5Y | -40.6% | +28.7% | -69.3% | -48.8% |
| All | -40.6% | +28.1% | -68.7% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling