+20.3%
SGOV vs SWKS
-16.8%
+37.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.8% | -9.8% | 0.0% |
| 7D | +0.1% | +17.5% | -17.5% | +0.1% |
| 30D | +0.3% | +23.0% | -22.7% | +0.3% |
| 3M | +0.9% | +19.5% | -18.6% | +0.9% |
| 6M | +1.8% | +54.3% | -52.5% | +1.9% |
| YTD | +2.5% | +35.3% | -32.8% | +2.5% |
| 1Y | +3.8% | +17.9% | -14.1% | +3.8% |
| 3Y | +14.4% | -6.8% | +21.2% | +14.4% |
| 5Y | +20.1% | -45.4% | +65.6% | +20.1% |
| All | +20.3% | -16.8% | +37.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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