+8,630.8%
SWKS vs SPY
+3,091.8%
+5,539.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.1% |
| 7D | +12.5% | +0.1% | +12.4% | +12.3% |
| 30D | +10.5% | +0.1% | +10.4% | +10.4% |
| 3M | -7.4% | +2.0% | -9.4% | -9.5% |
| 6M | +32.7% | +13.0% | +19.7% | +11.0% |
| YTD | +19.2% | +13.5% | +5.6% | -1.1% |
| 1Y | +2.4% | +20.0% | -17.6% | -21.4% |
| 3Y | -25.6% | +77.2% | -102.8% | -67.1% |
| 5Y | -53.4% | +81.9% | -135.3% | -79.7% |
| 10Y | +23.2% | +314.1% | -290.9% | -83.3% |
| All | +8,630.8% | +3,091.8% | +5,539.0% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling