+7,015.7%
SWKS vs SPG
+5,756.7%
+1,259.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -9.2% | +5.0% | -14.2% | -11.0% |
| 30D | -1.9% | +12.3% | -14.2% | -6.3% |
| 3M | +21.2% | +1.9% | +19.4% | +20.1% |
| 6M | +12.9% | +14.4% | -1.5% | +6.4% |
| YTD | +30.7% | +26.5% | +4.2% | +18.5% |
| 1Y | +14.1% | +30.7% | -16.5% | +2.1% |
| 3Y | -1.7% | +122.6% | -124.3% | -28.1% |
| 5Y | -43.0% | +73.3% | -116.3% | -54.5% |
| 10Y | +34.3% | +111.1% | -76.8% | -13.1% |
| All | +7,015.7% | +5,756.7% | +1,259.0% | +1,516.6% |
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