+312.7%
SWKS vs PSLV
+117.0%
+195.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +12.5% | -0.6% | +13.2% | +12.6% |
| 30D | +10.5% | +7.3% | +3.2% | +9.1% |
| 3M | -7.4% | -7.4% | 0.0% | -6.4% |
| 6M | +32.7% | -20.3% | +52.9% | +36.5% |
| YTD | +19.2% | -8.2% | +27.4% | +16.6% |
| 1Y | +2.4% | +57.9% | -55.5% | -10.2% |
| 3Y | -25.6% | +162.1% | -187.7% | -41.2% |
| 5Y | -53.4% | +151.2% | -204.6% | -63.3% |
| 10Y | +23.2% | +191.7% | -168.5% | -7.3% |
| All | +312.7% | +117.0% | +195.7% | +201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling