+264.0%
SPOT vs SWKS
-7.0%
+271.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -4.4% |
| 7D | -0.9% | +12.5% | -13.4% | -5.2% |
| 30D | +12.5% | +10.5% | +2.0% | +8.2% |
| 3M | +9.9% | -7.4% | +17.3% | +11.4% |
| 6M | +1.6% | +32.7% | -31.1% | -12.1% |
| YTD | -6.6% | +19.2% | -25.8% | -16.3% |
| 1Y | -22.9% | +2.4% | -25.3% | -27.2% |
| 3Y | +244.3% | -25.6% | +269.9% | +241.5% |
| 5Y | +117.8% | -53.4% | +171.2% | +163.0% |
| All | +264.0% | -7.0% | +271.0% | +213.9% |
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