+308.8%
SPOT vs SWKS
+10.1%
+298.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.5% | -1.5% |
| 7D | -3.0% | +5.7% | -8.6% | -4.8% |
| 30D | +15.2% | +17.3% | -2.1% | +8.7% |
| 3M | +21.6% | +28.3% | -6.7% | +8.8% |
| 6M | +45.2% | +26.1% | +19.1% | +28.1% |
| YTD | +4.9% | +41.1% | -36.2% | -13.2% |
| 1Y | -4.8% | +31.4% | -36.2% | -19.0% |
| 3Y | +256.3% | +7.3% | +249.0% | +195.6% |
| 5Y | +120.2% | -37.7% | +157.9% | +133.7% |
| All | +308.8% | +10.1% | +298.7% | +225.5% |
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