+51.0%
SWKS vs SPG
+114.5%
-63.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +10.9% | +3.1% | +7.7% | +9.7% |
| 30D | +17.6% | +16.4% | +1.2% | +11.5% |
| 3M | +29.2% | +7.1% | +22.2% | +25.9% |
| 6M | +37.0% | +16.1% | +20.9% | +29.3% |
| YTD | +44.9% | +30.4% | +14.5% | +31.1% |
| 1Y | +33.8% | +33.0% | +0.8% | +20.2% |
| 3Y | +10.2% | +134.6% | -124.4% | -17.9% |
| 5Y | -37.0% | +84.9% | -121.9% | -50.3% |
| All | +51.0% | +114.5% | -63.5% | +12.7% |
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