+25.9%
SWKS vs PLUG
+43.7%
-17.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.2% |
| 7D | +12.5% | -0.9% | +13.4% | +12.6% |
| 30D | +10.5% | +3.3% | +7.2% | +9.9% |
| 3M | -7.4% | -39.7% | +32.3% | -1.3% |
| 6M | +32.7% | -12.5% | +45.2% | +33.0% |
| YTD | +19.2% | +10.2% | +9.0% | +14.3% |
| 1Y | +2.4% | +50.7% | -48.3% | -8.4% |
| 3Y | -25.6% | -74.5% | +48.9% | -25.8% |
| 5Y | -53.4% | -91.8% | +38.4% | -48.1% |
| All | +25.9% | +43.7% | -17.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling