+196.0%
SKWD vs SPY
+103.5%
+92.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -1.5% | +0.5% | -2.1% | -1.8% |
| 30D | -11.2% | -0.9% | -10.3% | -10.8% |
| 3M | +22.5% | +3.9% | +18.6% | +19.6% |
| 6M | +16.1% | +14.5% | +1.5% | +6.5% |
| YTD | +10.6% | +12.9% | -2.3% | +2.2% |
| 1Y | +12.5% | +19.4% | -6.8% | +0.3% |
| 3Y | +136.9% | +78.5% | +58.5% | +63.1% |
| All | +196.0% | +103.5% | +92.5% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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