+35.3%
SWKS vs SPG
+117.2%
-82.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.4% |
| 7D | -3.1% | +5.6% | -8.7% | -5.0% |
| 30D | +8.3% | +17.6% | -9.3% | +2.3% |
| 3M | +20.2% | +7.5% | +12.8% | +17.0% |
| 6M | +24.9% | +18.5% | +6.4% | +17.0% |
| YTD | +33.2% | +30.9% | +2.2% | +20.3% |
| 1Y | +23.6% | +34.1% | -10.5% | +10.7% |
| 3Y | +1.3% | +135.5% | -134.3% | -24.6% |
| 5Y | -40.6% | +86.5% | -127.1% | -53.2% |
| 10Y | +35.3% | +116.1% | -80.8% | -1.3% |
| All | +35.3% | +117.2% | -82.0% | -1.3% |
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