+37.8%
SWKS vs TGT
+212.3%
-174.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | -3.1% | +5.5% | -8.7% | -5.2% |
| 30D | +8.3% | +6.0% | +2.3% | +5.6% |
| 3M | +20.2% | +8.0% | +12.2% | +15.8% |
| 6M | +24.9% | +32.3% | -7.4% | +10.3% |
| YTD | +33.2% | +71.3% | -38.1% | +5.5% |
| 1Y | +23.6% | +86.8% | -63.3% | -5.6% |
| 3Y | +1.3% | +67.9% | -66.6% | -23.0% |
| 5Y | -40.6% | -25.1% | -15.5% | -40.1% |
| All | +37.8% | +212.3% | -174.5% | -10.7% |
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