+51.0%
SWKS vs TGT
+205.2%
-154.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.1% |
| 7D | +10.9% | +2.6% | +8.3% | +9.8% |
| 30D | +17.6% | +6.6% | +11.0% | +14.4% |
| 3M | +29.2% | +5.2% | +24.0% | +25.7% |
| 6M | +37.0% | +35.3% | +1.6% | +20.1% |
| YTD | +44.9% | +70.3% | -25.4% | +15.1% |
| 1Y | +33.8% | +81.2% | -47.3% | +3.5% |
| 3Y | +10.2% | +66.9% | -56.7% | -16.1% |
| 5Y | -37.0% | -27.2% | -9.8% | -35.8% |
| All | +51.0% | +205.2% | -154.2% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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