+42.3%
SWKS vs SCHG
+443.8%
-401.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.4% |
| 7D | +6.8% | -0.9% | +7.7% | +7.8% |
| 30D | +11.3% | -2.3% | +13.6% | +14.3% |
| 3M | +4.1% | +4.5% | -0.5% | -1.4% |
| 6M | +39.7% | +13.6% | +26.1% | +19.1% |
| YTD | +23.2% | +7.6% | +15.6% | +11.8% |
| 1Y | +5.3% | +13.0% | -7.8% | -10.0% |
| 3Y | -15.1% | +87.0% | -102.1% | -61.5% |
| 5Y | -50.3% | +82.9% | -133.2% | -76.7% |
| 10Y | +42.3% | +453.6% | -411.3% | -86.1% |
| All | +42.3% | +443.8% | -401.5% | -86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling