+20.2%
SGOV vs SWKS
-50.3%
+70.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.1% | +6.8% | -6.7% | +0.1% |
| 30D | +0.3% | +11.3% | -11.0% | +0.3% |
| 3M | +0.9% | +4.1% | -3.1% | +0.9% |
| 6M | +1.8% | +39.7% | -37.8% | +1.8% |
| YTD | +2.5% | +23.2% | -20.7% | +2.5% |
| 1Y | +3.8% | +5.3% | -1.5% | +3.8% |
| 3Y | +14.4% | -15.1% | +29.5% | +14.4% |
| 5Y | +20.2% | -50.3% | +70.5% | +20.1% |
| All | +20.2% | -50.3% | +70.5% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling