+50.8%
SWKS vs PSLV
+142.8%
-91.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | +9.4% | -6.3% | +15.7% | +10.8% |
| 30D | +17.0% | -12.7% | +29.6% | +20.0% |
| 3M | +28.9% | -24.7% | +53.7% | +35.9% |
| 6M | +33.1% | -44.6% | +77.7% | +48.7% |
| YTD | +44.8% | -33.3% | +78.1% | +47.8% |
| 1Y | +36.2% | -8.6% | +44.8% | +26.7% |
| 3Y | +11.5% | +108.2% | -96.7% | -19.4% |
| 5Y | -37.1% | +79.1% | -116.2% | -53.4% |
| All | +50.8% | +142.8% | -91.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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