+194.4%
SWKS vs SPYG
+564.9%
-370.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.7% |
| 7D | +12.5% | +0.4% | +12.1% | +11.9% |
| 30D | +10.5% | -0.4% | +10.9% | +11.1% |
| 3M | -7.4% | +0.5% | -7.9% | -7.8% |
| 6M | +32.7% | +17.5% | +15.2% | +5.5% |
| YTD | +19.2% | +14.3% | +4.8% | -2.3% |
| 1Y | +2.4% | +21.7% | -19.3% | -23.0% |
| 3Y | -25.6% | +98.6% | -124.2% | -71.9% |
| 5Y | -53.4% | +85.1% | -138.5% | -80.5% |
| 10Y | +23.2% | +412.0% | -388.9% | -87.3% |
| All | +194.4% | +564.9% | -370.4% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling