+307.3%
SPY vs SWKS
+37.5%
+269.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.9% |
| 30D | -3.3% | +8.5% | -11.8% | -5.6% |
| 3M | -2.4% | +17.3% | -19.7% | -8.1% |
| 6M | +2.6% | +25.1% | -22.6% | -6.7% |
| YTD | +11.2% | +33.3% | -22.1% | -2.2% |
| 1Y | +13.4% | +22.9% | -9.5% | +2.2% |
| 3Y | +79.9% | +5.5% | +74.4% | +59.9% |
| 5Y | +72.2% | -41.9% | +114.1% | +82.2% |
| 10Y | +307.3% | +32.4% | +274.9% | +217.8% |
| All | +307.3% | +37.5% | +269.8% | +217.8% |
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