+200.2%
SKWD vs SPY
+104.6%
+95.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -9.0% | +0.1% | -9.1% | -9.1% |
| 3M | +30.2% | +2.0% | +28.2% | +28.5% |
| 6M | +17.9% | +13.0% | +4.8% | +9.1% |
| YTD | +12.2% | +13.5% | -1.4% | +3.4% |
| 1Y | +12.1% | +20.0% | -7.9% | -0.4% |
| 3Y | +136.2% | +77.2% | +59.0% | +63.9% |
| All | +200.2% | +104.6% | +95.6% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling