-41.2%
SWKS vs PLUG
-96.6%
+55.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.7% | +8.5% | +1.1% |
| 7D | -3.1% | -2.8% | -0.3% | -2.9% |
| 30D | +8.3% | -18.5% | +26.8% | +11.1% |
| 3M | +20.2% | -35.1% | +55.3% | +27.1% |
| 6M | +24.9% | -56.1% | +81.0% | +38.3% |
| YTD | +33.2% | -30.5% | +63.6% | +35.3% |
| 1Y | +23.6% | -46.5% | +70.1% | +29.8% |
| 3Y | +1.3% | -61.2% | +62.4% | -4.9% |
| All | -41.2% | -96.6% | +55.4% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling