+0.6%
SWKS vs SPG
+124.5%
-123.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.7% |
| 7D | -6.2% | +4.9% | -11.1% | -8.8% |
| 30D | -1.5% | +15.6% | -17.1% | -9.8% |
| 3M | +23.0% | +4.1% | +18.9% | +19.8% |
| 6M | +27.6% | +13.6% | +14.0% | +16.3% |
| YTD | +32.3% | +27.5% | +4.8% | +10.4% |
| 1Y | +20.1% | +32.2% | -12.1% | -2.5% |
| 3Y | +0.6% | +126.0% | -125.4% | -47.3% |
| All | +0.6% | +124.5% | -123.9% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling