+538.2%
SWKS vs SCHG
+1,145.2%
-607.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.7% |
| 7D | +12.5% | -0.7% | +13.2% | +13.4% |
| 30D | +10.5% | +0.2% | +10.3% | +10.1% |
| 3M | -7.4% | +2.2% | -9.6% | -9.9% |
| 6M | +32.7% | +15.0% | +17.6% | +9.4% |
| YTD | +19.2% | +9.2% | +10.0% | +4.9% |
| 1Y | +2.4% | +15.7% | -13.3% | -16.6% |
| 3Y | -25.6% | +87.3% | -112.9% | -69.0% |
| 5Y | -53.4% | +84.5% | -137.9% | -80.3% |
| 10Y | +23.2% | +448.7% | -425.5% | -90.0% |
| All | +538.2% | +1,145.2% | -607.0% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling