+73.1%
SPYM vs SWKS
-37.3%
+110.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.6% | +9.4% | -6.9% | +0.3% |
| 30D | -2.0% | +17.0% | -19.0% | -5.7% |
| 3M | -2.8% | +28.9% | -31.7% | -9.8% |
| 6M | +2.2% | +33.1% | -31.0% | -7.1% |
| YTD | +11.5% | +44.8% | -33.3% | -2.2% |
| 1Y | +13.5% | +36.2% | -22.7% | +1.2% |
| 3Y | +78.0% | +11.5% | +66.5% | +56.7% |
| All | +73.1% | -37.3% | +110.4% | +79.9% |
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