+476.0%
A vs SWK
+506.7%
-30.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | +6.9% | -5.7% | +12.6% | +10.0% |
| 3M | +9.2% | +24.1% | -14.8% | -2.6% |
| 6M | +25.7% | +24.7% | +1.0% | +10.9% |
| YTD | +11.5% | +33.9% | -22.4% | -5.8% |
| 1Y | +18.4% | +34.7% | -16.3% | -1.2% |
| 3Y | +26.6% | +15.3% | +11.3% | +9.1% |
| 5Y | -12.8% | -39.3% | +26.5% | -1.4% |
| 10Y | +247.2% | +2.5% | +244.7% | +159.7% |
| All | +476.0% | +506.7% | -30.6% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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