+0.6%
SWKS vs PLUG
-78.4%
+79.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.4% | -6.2% | +0.5% |
| 7D | -6.2% | +5.8% | -12.0% | -6.7% |
| 30D | -1.5% | -18.5% | +17.1% | +0.3% |
| 3M | +23.0% | -30.0% | +52.9% | +26.8% |
| 6M | +27.6% | -56.2% | +83.8% | +36.4% |
| YTD | +32.3% | -26.4% | +58.7% | +33.6% |
| 1Y | +20.1% | -42.2% | +62.4% | +23.5% |
| 3Y | +0.6% | -76.8% | +77.5% | -1.4% |
| All | +0.6% | -78.4% | +79.0% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling