+2.4%
SWKS vs SCHG
+16.6%
-14.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.3% |
| 7D | +12.5% | -0.7% | +13.2% | +13.2% |
| 30D | +10.5% | +0.2% | +10.3% | +10.2% |
| 3M | -7.4% | +2.2% | -9.6% | -9.3% |
| 6M | +32.7% | +15.0% | +17.6% | +18.3% |
| YTD | +19.2% | +9.2% | +10.0% | +12.2% |
| 1Y | +2.4% | +15.7% | -13.3% | -11.5% |
| All | +2.4% | +16.6% | -14.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling