+3,094.0%
SPY vs SWKS
+8,307.4%
-5,213.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.9% |
| 7D | +0.1% | +12.5% | -12.4% | -1.5% |
| 30D | +0.1% | +10.5% | -10.4% | -1.4% |
| 3M | +2.0% | -7.4% | +9.4% | +2.7% |
| 6M | +13.0% | +32.7% | -19.7% | +7.9% |
| YTD | +13.5% | +19.2% | -5.6% | +9.7% |
| 1Y | +20.0% | +2.4% | +17.6% | +18.0% |
| 3Y | +77.2% | -25.6% | +102.8% | +78.7% |
| 5Y | +81.9% | -53.4% | +135.3% | +93.2% |
| 10Y | +314.1% | +23.2% | +290.9% | +283.7% |
| All | +3,094.0% | +8,307.4% | -5,213.4% | +1,640.7% |
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