+11.5%
SWKS vs SCHG
+79.3%
-67.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.7% |
| 7D | +9.4% | +2.7% | +6.7% | +6.4% |
| 30D | +17.0% | -5.2% | +22.2% | +23.2% |
| 3M | +28.9% | -5.2% | +34.1% | +35.3% |
| 6M | +33.1% | -0.6% | +33.7% | +32.9% |
| YTD | +44.8% | +4.7% | +40.1% | +35.8% |
| 1Y | +36.2% | +6.0% | +30.2% | +25.9% |
| 3Y | +11.5% | +78.9% | -67.4% | -43.5% |
| All | +11.5% | +79.3% | -67.8% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling