+2,956.9%
SPY vs SWKS
+9,235.4%
-6,278.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -2.7% | -6.2% | +3.5% | -1.9% |
| 30D | -5.4% | -1.5% | -3.9% | -5.3% |
| 3M | -4.1% | +23.0% | -27.1% | -7.2% |
| 6M | +0.7% | +27.6% | -26.9% | -3.6% |
| YTD | +8.7% | +32.3% | -23.6% | +3.0% |
| 1Y | +10.9% | +20.1% | -9.2% | +6.5% |
| 3Y | +75.0% | +0.6% | +74.3% | +68.9% |
| 5Y | +67.8% | -42.3% | +110.1% | +72.7% |
| 10Y | +312.9% | +35.9% | +276.9% | +276.0% |
| All | +2,956.9% | +9,235.4% | -6,278.5% | +1,535.2% |
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