-43.6%
SWKS vs SPYG
+63.1%
-106.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.2% |
| 7D | -6.2% | -3.6% | -2.5% | -2.5% |
| 30D | -1.5% | -11.2% | +9.7% | +12.0% |
| 3M | +23.0% | -8.1% | +31.0% | +34.1% |
| 6M | +27.6% | -3.3% | +30.9% | +31.7% |
| YTD | +32.3% | +5.5% | +26.8% | +22.1% |
| 1Y | +20.1% | +7.0% | +13.2% | +8.8% |
| 3Y | +0.6% | +89.5% | -88.8% | -54.7% |
| All | -43.6% | +63.1% | -106.7% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling