+0.6%
SWKS vs SPMO
+116.1%
-115.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | -0.3% |
| 7D | -6.2% | -8.7% | +2.5% | +1.8% |
| 30D | -1.5% | -18.7% | +17.2% | +18.9% |
| 3M | +23.0% | -16.4% | +39.4% | +44.2% |
| 6M | +27.6% | -11.9% | +39.5% | +40.6% |
| YTD | +32.3% | +4.9% | +27.4% | +20.5% |
| 1Y | +20.1% | +6.2% | +13.9% | +7.7% |
| 3Y | +0.6% | +115.1% | -114.5% | -60.2% |
| All | +0.6% | +116.1% | -115.4% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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