-16.4%
SWKS vs SCHG
+88.4%
-104.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.7% |
| 7D | +11.8% | -0.1% | +11.9% | +11.8% |
| 30D | +6.7% | -1.5% | +8.2% | +8.4% |
| 3M | 0.0% | +4.4% | -4.4% | -4.5% |
| 6M | +38.7% | +15.7% | +23.0% | +18.0% |
| YTD | +21.4% | +8.3% | +13.0% | +10.9% |
| 1Y | +2.9% | +14.2% | -11.3% | -11.4% |
| 3Y | -16.4% | +88.3% | -104.7% | -57.7% |
| All | -16.4% | +88.4% | -104.8% | -57.7% |
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