+6,385.7%
SWKS vs SPG
+5,256.9%
+1,128.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | +12.5% | -2.4% | +14.9% | +13.5% |
| 30D | +10.5% | -6.8% | +17.3% | +13.5% |
| 3M | -7.4% | +2.7% | -10.1% | -8.7% |
| 6M | +32.7% | +5.5% | +27.2% | +29.0% |
| YTD | +19.2% | +15.7% | +3.5% | +11.9% |
| 1Y | +2.4% | +20.9% | -18.5% | -5.7% |
| 3Y | -25.6% | +112.4% | -138.0% | -44.5% |
| 5Y | -53.4% | +101.4% | -154.8% | -64.7% |
| 10Y | +23.2% | +60.6% | -37.5% | -11.2% |
| All | +6,385.7% | +5,256.9% | +1,128.8% | +1,427.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling