+214.0%
SLV vs SWKS
+23.7%
+190.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.7% |
| 7D | -0.3% | +12.5% | -12.8% | -2.0% |
| 30D | +6.7% | +10.5% | -3.8% | +5.1% |
| 3M | -10.7% | -7.4% | -3.3% | -10.0% |
| 6M | -20.6% | +32.7% | -53.3% | -24.1% |
| YTD | -7.1% | +19.2% | -26.3% | -10.1% |
| 1Y | +62.0% | +2.4% | +59.6% | +59.7% |
| 3Y | +169.8% | -25.6% | +195.4% | +171.4% |
| 5Y | +161.5% | -53.4% | +214.9% | +174.4% |
| All | +214.0% | +23.7% | +190.3% | +189.8% |
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