+23.8%
SWKS vs SPG
+32.2%
-8.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -2.7% | +5.1% | -7.8% | -3.1% |
| 30D | +8.5% | +16.8% | -8.4% | +6.8% |
| 3M | +17.3% | +5.7% | +11.6% | +17.0% |
| 6M | +25.1% | +17.8% | +7.3% | +20.7% |
| YTD | +33.3% | +30.1% | +3.2% | +19.0% |
| All | +23.8% | +32.2% | -8.5% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling