+171.1%
SLV vs SWKS
+33.1%
+138.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +5.1% | -6.2% | +11.2% | +5.9% |
| 30D | -12.9% | -1.5% | -11.4% | -12.8% |
| 3M | -16.1% | +23.0% | -39.0% | -18.9% |
| 6M | -33.2% | +27.6% | -60.8% | -35.9% |
| YTD | -27.2% | +32.3% | -59.6% | -30.9% |
| 1Y | +7.6% | +20.1% | -12.5% | +3.5% |
| 3Y | +122.3% | +0.6% | +121.7% | +113.6% |
| 5Y | +109.7% | -42.3% | +152.0% | +112.7% |
| All | +171.1% | +33.1% | +138.0% | +151.7% |
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