+8.6%
SWKS vs SPCH
-54.8%
+63.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.0% | -11.2% | +0.4% |
| 7D | -2.7% | +6.2% | -8.9% | -3.0% |
| 30D | +8.5% | -28.1% | +36.6% | +8.9% |
| 3M | +17.3% | -0.5% | +17.8% | +16.4% |
| All | +8.6% | -54.8% | +63.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 10y: compounded portfolio wealth divided by compounded SPCH 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…
10y analysis · Full analysis span regression · Available span rolling