-43.0%
SWKS vs PLUG
-96.6%
+53.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.5% | +5.5% | -1.0% |
| 7D | -9.2% | -4.9% | -4.3% | -8.6% |
| 30D | -1.9% | -27.4% | +25.5% | +2.4% |
| 3M | +21.2% | -35.7% | +56.9% | +28.5% |
| 6M | +12.9% | -59.3% | +72.2% | +26.4% |
| YTD | +30.7% | -31.5% | +62.2% | +33.3% |
| 1Y | +14.1% | -48.9% | +63.0% | +20.7% |
| 3Y | -1.7% | -79.6% | +77.9% | +3.1% |
| 5Y | -43.0% | -96.5% | +53.5% | -18.5% |
| All | -43.0% | -96.6% | +53.6% | -18.5% |
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