+32.1%
SWKS vs SPY
+312.9%
-280.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.7% |
| 7D | -6.2% | -2.7% | -3.5% | -2.6% |
| 30D | -1.5% | -5.4% | +3.9% | +6.4% |
| 3M | +23.0% | -4.1% | +27.1% | +30.1% |
| 6M | +27.6% | +0.7% | +26.9% | +26.5% |
| YTD | +32.3% | +8.7% | +23.6% | +16.6% |
| 1Y | +20.1% | +10.9% | +9.2% | +2.8% |
| 3Y | +0.6% | +75.0% | -74.3% | -54.7% |
| 5Y | -42.3% | +67.8% | -110.1% | -71.7% |
| All | +32.1% | +312.9% | -280.7% | -83.1% |
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