+304.7%
SPOT vs SWKS
+3.2%
+301.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.3% |
| 7D | +1.6% | -6.2% | +7.8% | +3.7% |
| 30D | +17.6% | -1.5% | +19.1% | +17.7% |
| 3M | +26.9% | +23.0% | +4.0% | +15.2% |
| 6M | +41.8% | +27.6% | +14.2% | +24.1% |
| YTD | +3.8% | +32.3% | -28.5% | -12.1% |
| 1Y | -2.5% | +20.1% | -22.6% | -14.3% |
| 3Y | +260.6% | +0.6% | +259.9% | +205.6% |
| 5Y | +108.6% | -42.3% | +150.9% | +127.6% |
| All | +304.7% | +3.2% | +301.4% | +229.6% |
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