-41.9%
SWKS vs SPY
+71.5%
-113.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -2.8% |
| 7D | -2.7% | +0.1% | -2.8% | -3.3% |
| 30D | +8.5% | -3.3% | +11.8% | +13.6% |
| 3M | +17.3% | -2.4% | +19.7% | +20.9% |
| 6M | +25.1% | +2.6% | +22.6% | +20.4% |
| YTD | +33.3% | +11.2% | +22.1% | +13.0% |
| 1Y | +22.9% | +13.4% | +9.5% | +1.1% |
| 3Y | +5.5% | +79.9% | -74.4% | -55.7% |
| 5Y | -41.9% | +72.2% | -114.1% | -73.4% |
| All | -41.9% | +71.5% | -113.4% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling