+283.6%
SWKS vs PLUG
-99.1%
+382.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.5% | -3.3% |
| 7D | -4.9% | +2.8% | -7.8% | -5.3% |
| 30D | -1.2% | -22.8% | +21.6% | +1.9% |
| 3M | +24.2% | -32.4% | +56.6% | +29.9% |
| 6M | +21.5% | -53.4% | +74.8% | +32.3% |
| YTD | +33.5% | -25.9% | +59.4% | +34.7% |
| 1Y | +18.9% | -42.1% | +61.0% | +23.2% |
| 3Y | +0.4% | -77.9% | +78.3% | +1.4% |
| 5Y | -44.3% | -96.4% | +52.1% | -32.8% |
| 10Y | +37.1% | +2.8% | +34.3% | -5.8% |
| All | +283.6% | -99.1% | +382.6% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling