+164.7%
SLV vs SWKS
+31.8%
+132.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | +3.7% | -3.1% | +6.8% | +4.1% |
| 30D | -15.2% | +8.3% | -23.5% | -16.1% |
| 3M | -21.8% | +20.2% | -42.0% | -24.1% |
| 6M | -36.3% | +24.9% | -61.3% | -38.7% |
| YTD | -27.8% | +33.2% | -61.0% | -31.5% |
| 1Y | +1.5% | +23.6% | -22.1% | -2.7% |
| 3Y | +128.5% | +1.3% | +127.3% | +119.4% |
| 5Y | +103.2% | -40.6% | +143.8% | +105.4% |
| 10Y | +164.7% | +35.3% | +129.4% | +144.0% |
| All | +164.7% | +31.8% | +132.8% | +144.0% |
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