+9,478.9%
SWKS vs SPY
+2,945.2%
+6,533.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +4.5% |
| 7D | -9.2% | -4.7% | -4.5% | -2.7% |
| 30D | -1.9% | -5.9% | +4.0% | +6.9% |
| 3M | +21.2% | -4.5% | +25.8% | +29.2% |
| 6M | +12.9% | +1.8% | +11.1% | +9.9% |
| YTD | +30.7% | +8.3% | +22.4% | +15.7% |
| 1Y | +14.1% | +9.3% | +4.8% | -0.3% |
| 3Y | -1.7% | +74.9% | -76.5% | -55.9% |
| 5Y | -43.0% | +67.3% | -110.3% | -72.0% |
| 10Y | +34.3% | +311.6% | -277.2% | -81.7% |
| All | +9,478.9% | +2,945.2% | +6,533.7% | +92.4% |
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