+13.5%
SPY vs SWKS
+33.8%
-20.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.6% | +9.4% | -6.8% | +1.8% |
| 30D | -2.0% | +17.0% | -19.0% | -3.3% |
| 3M | -2.8% | +28.9% | -31.7% | -5.4% |
| 6M | +2.1% | +33.1% | -31.0% | -1.1% |
| YTD | +11.5% | +44.8% | -33.3% | +5.6% |
| 1Y | +13.5% | +36.2% | -22.8% | +9.1% |
| All | +13.5% | +33.8% | -20.3% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling