-17.1%
SWKS vs SPMO
+162.3%
-179.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +2.0% | +2.0% |
| 7D | +12.5% | +2.0% | +10.5% | +10.4% |
| 30D | +10.5% | -0.4% | +10.9% | +10.7% |
| 3M | -7.4% | -1.9% | -5.5% | -6.2% |
| 6M | +32.7% | +25.0% | +7.6% | +4.0% |
| YTD | +19.2% | +26.0% | -6.9% | -7.7% |
| 1Y | +2.4% | +28.7% | -26.3% | -22.4% |
| All | -17.1% | +162.3% | -179.4% | -69.5% |
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