+10.9%
SPY vs SWKS
+15.3%
-4.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -2.7% | -6.2% | +3.5% | -2.2% |
| 30D | -5.4% | -1.5% | -3.9% | -5.3% |
| 3M | -4.1% | +23.0% | -27.1% | -6.4% |
| 6M | +0.7% | +27.6% | -26.9% | -2.3% |
| YTD | +8.7% | +32.3% | -23.6% | +3.8% |
| 1Y | +10.9% | +20.1% | -9.2% | +8.4% |
| All | +10.9% | +15.3% | -4.4% | +8.4% |
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