+32.1%
SWKS vs PLUG
+6.6%
+25.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.4% | -6.2% | +0.2% |
| 7D | -6.2% | +5.8% | -12.0% | -7.0% |
| 30D | -1.5% | -18.5% | +17.1% | +1.0% |
| 3M | +23.0% | -30.0% | +52.9% | +28.4% |
| 6M | +27.6% | -56.2% | +83.8% | +40.7% |
| YTD | +32.3% | -26.4% | +58.7% | +33.5% |
| 1Y | +20.1% | -42.2% | +62.4% | +24.7% |
| 3Y | +0.6% | -76.8% | +77.5% | +1.2% |
| 5Y | -42.3% | -96.2% | +53.9% | -28.8% |
| All | +32.1% | +6.6% | +25.5% | +12.7% |
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