+82.5%
SPY vs SWKS
-53.5%
+136.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.3% |
| 7D | +0.1% | +12.5% | -12.4% | -3.0% |
| 30D | +0.1% | +10.5% | -10.4% | -2.7% |
| 3M | +2.0% | -7.4% | +9.4% | +3.4% |
| 6M | +13.0% | +32.7% | -19.7% | +2.1% |
| YTD | +13.5% | +19.2% | -5.6% | +5.3% |
| 1Y | +20.0% | +2.4% | +17.6% | +15.8% |
| 3Y | +77.2% | -25.6% | +102.8% | +78.7% |
| All | +82.5% | -53.5% | +136.0% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling