+17.3%
SWKS vs SPMO
+572.4%
-555.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +2.0% | +1.8% |
| 7D | +12.5% | +2.0% | +10.5% | +10.1% |
| 30D | +10.5% | -0.4% | +10.9% | +10.7% |
| 3M | -7.4% | -1.9% | -5.5% | -6.3% |
| 6M | +32.7% | +25.0% | +7.6% | +1.0% |
| YTD | +19.2% | +26.0% | -6.9% | -10.5% |
| 1Y | +2.4% | +28.7% | -26.3% | -24.8% |
| 3Y | -25.6% | +160.9% | -186.5% | -76.3% |
| 5Y | -53.4% | +147.9% | -201.3% | -84.1% |
| 10Y | +23.2% | +518.9% | -495.8% | -79.9% |
| All | +17.3% | +572.4% | -555.1% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling