+239.8%
SLV vs SWKS
+1,313.8%
-1,074.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -0.7% | -9.2% | +8.5% | +0.2% |
| 30D | -15.4% | -1.9% | -13.5% | -15.3% |
| 3M | -16.3% | +21.2% | -37.5% | -18.3% |
| 6M | -28.8% | +12.9% | -41.7% | -30.2% |
| YTD | -27.1% | +30.7% | -57.9% | -29.8% |
| 1Y | +7.5% | +14.1% | -6.6% | +5.0% |
| 3Y | +121.2% | -1.7% | +122.9% | +115.5% |
| 5Y | +110.0% | -43.0% | +153.0% | +112.7% |
| 10Y | +168.8% | +34.3% | +134.5% | +147.4% |
| All | +239.8% | +1,313.8% | -1,074.0% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling