+31.0%
SWKS vs SPYG
+410.1%
-379.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.5% |
| 7D | +11.8% | +1.2% | +10.6% | +10.1% |
| 30D | +6.7% | -1.6% | +8.3% | +8.8% |
| 3M | 0.0% | +3.4% | -3.3% | -3.9% |
| 6M | +38.7% | +18.9% | +19.8% | +10.7% |
| YTD | +21.4% | +13.8% | +7.6% | +1.8% |
| 1Y | +2.9% | +20.6% | -17.7% | -19.9% |
| 3Y | -16.4% | +100.5% | -116.9% | -66.9% |
| 5Y | -51.2% | +84.6% | -135.8% | -78.1% |
| 10Y | +31.0% | +410.8% | -379.8% | -86.8% |
| All | +31.0% | +410.1% | -379.1% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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