-9.3%
SSPC vs SWKS
+9.3%
-18.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +0.8% | -12.7% | -11.7% |
| 7D | -13.9% | -2.7% | -11.2% | -14.1% |
| 30D | +14.3% | +8.5% | +5.8% | +15.8% |
| 3M | -35.2% | +17.3% | -52.5% | -31.7% |
| All | -9.3% | +9.3% | -18.6% | +28.6% |
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 · Available span rolling