+32.4%
SWKS vs SPY
+315.0%
-282.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -2.7% |
| 7D | -2.7% | +0.1% | -2.8% | -3.3% |
| 30D | +8.5% | -3.3% | +11.8% | +13.5% |
| 3M | +17.3% | -2.4% | +19.7% | +20.9% |
| 6M | +25.1% | +2.6% | +22.6% | +20.6% |
| YTD | +33.3% | +11.2% | +22.1% | +13.5% |
| 1Y | +22.9% | +13.4% | +9.5% | +1.7% |
| 3Y | +5.5% | +79.9% | -74.4% | -54.5% |
| 5Y | -41.9% | +72.2% | -114.1% | -72.6% |
| 10Y | +32.4% | +307.3% | -274.9% | -83.4% |
| All | +32.4% | +315.0% | -282.6% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling