+14.8%
SPYM vs SWKS
+14.2%
+0.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.9% |
| 7D | -0.7% | -4.9% | +4.2% | -0.3% |
| 30D | -1.1% | -1.2% | +0.1% | -1.0% |
| 3M | -0.3% | +24.2% | -24.5% | -2.8% |
| 6M | +7.3% | +21.5% | -14.1% | +4.4% |
| YTD | +13.4% | +33.5% | -20.1% | +8.2% |
| 1Y | +14.8% | +18.9% | -4.1% | +12.6% |
| All | +14.8% | +14.2% | +0.7% | +12.6% |
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