+113.3%
SPOT vs SWKS
-36.1%
+149.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -2.5% |
| 7D | -2.6% | +10.9% | -13.4% | -5.5% |
| 30D | +13.5% | +17.6% | -4.1% | +8.0% |
| 3M | +22.2% | +29.2% | -7.0% | +10.8% |
| 6M | +38.3% | +37.0% | +1.4% | +20.6% |
| YTD | +3.1% | +44.9% | -41.9% | -13.7% |
| 1Y | -7.6% | +33.8% | -41.4% | -20.3% |
| 3Y | +250.0% | +10.2% | +239.8% | +182.0% |
| 5Y | +113.3% | -37.0% | +150.3% | +149.7% |
| All | +113.3% | -36.1% | +149.4% | +149.7% |
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 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