-45.4%
SWKS vs SCHG
+81.2%
-126.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.2% | +10.3% |
| 7D | +17.5% | -2.7% | +20.3% | +21.0% |
| 30D | +23.0% | -2.2% | +25.2% | +25.8% |
| 3M | +19.5% | +6.2% | +13.4% | +11.9% |
| 6M | +54.3% | +13.4% | +40.9% | +33.9% |
| YTD | +35.3% | +7.1% | +28.2% | +24.6% |
| 1Y | +17.9% | +12.5% | +5.4% | +3.0% |
| 3Y | -6.8% | +86.2% | -93.0% | -53.8% |
| 5Y | -45.4% | +83.9% | -129.4% | -72.9% |
| All | -45.4% | +81.2% | -126.6% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling