+27.6%
SWKS vs SPMO
-11.1%
+38.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.1% |
| 7D | -6.2% | -8.7% | +2.5% | -0.1% |
| 30D | -1.5% | -18.7% | +17.2% | +14.2% |
| 3M | +23.0% | -16.4% | +39.4% | +39.0% |
| 6M | +27.6% | -11.9% | +39.5% | +40.3% |
| All | +27.6% | -11.1% | +38.7% | +40.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling