-53.0%
SWKS vs SPG
+102.5%
-155.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.1% |
| 7D | +12.5% | -2.4% | +14.9% | +14.1% |
| 30D | +10.5% | -6.8% | +17.3% | +15.4% |
| 3M | -7.4% | +2.7% | -10.1% | -9.8% |
| 6M | +32.7% | +5.5% | +27.2% | +26.2% |
| YTD | +19.2% | +15.7% | +3.5% | +6.5% |
| 1Y | +2.4% | +20.9% | -18.5% | -11.6% |
| 3Y | -25.6% | +112.4% | -138.0% | -56.3% |
| All | -53.0% | +102.5% | -155.6% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling