+675.5%
SWKS vs SCHG
+1,094.5%
-419.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.9% |
| 7D | +9.4% | +2.7% | +6.7% | +5.5% |
| 30D | +17.0% | -5.2% | +22.2% | +24.7% |
| 3M | +28.9% | -5.2% | +34.1% | +36.7% |
| 6M | +33.1% | -0.6% | +33.7% | +32.8% |
| YTD | +44.8% | +4.7% | +40.1% | +33.2% |
| 1Y | +36.2% | +6.0% | +30.2% | +23.2% |
| 3Y | +11.5% | +78.9% | -67.4% | -51.0% |
| 5Y | -37.1% | +69.9% | -107.0% | -70.3% |
| 10Y | +49.9% | +433.0% | -383.1% | -87.6% |
| All | +675.5% | +1,094.5% | -419.1% | -79.3% |
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