+32.1%
SWKS vs SPG
+109.7%
-77.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -6.2% | +4.9% | -11.1% | -7.7% |
| 30D | -1.5% | +15.6% | -17.1% | -6.4% |
| 3M | +23.0% | +4.1% | +18.9% | +21.1% |
| 6M | +27.6% | +13.6% | +14.0% | +21.3% |
| YTD | +32.3% | +27.5% | +4.8% | +20.7% |
| 1Y | +20.1% | +32.2% | -12.1% | +8.1% |
| 3Y | +0.6% | +126.0% | -125.4% | -24.0% |
| 5Y | -42.3% | +74.7% | -117.1% | -53.7% |
| All | +32.1% | +109.7% | -77.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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 · 6 months rolling