+89.9%
SLV vs SWKS
-37.3%
+127.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -5.8% | +9.4% | -15.3% | -7.0% |
| 30D | -12.1% | +17.0% | -29.1% | -14.0% |
| 3M | -24.1% | +28.9% | -53.1% | -27.0% |
| 6M | -44.4% | +33.1% | -77.5% | -46.8% |
| YTD | -31.5% | +44.8% | -76.3% | -35.5% |
| 1Y | -6.9% | +36.2% | -43.2% | -11.7% |
| 3Y | +116.0% | +11.5% | +104.5% | +105.1% |
| All | +89.9% | -37.3% | +127.2% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling