+39.0%
CBOE vs SWK
+87.6%
-48.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +13.1% | -12.8% | +1.8% |
| 7D | +7.7% | +17.9% | -10.2% | +10.1% |
| 30D | +24.4% | +31.9% | -7.5% | +29.3% |
| 3M | +20.0% | +16.6% | +3.5% | +22.4% |
| 6M | +2.4% | +61.1% | -58.8% | +8.0% |
| YTD | +38.5% | +64.2% | -25.7% | +46.6% |
| 1Y | +39.0% | +85.2% | -46.3% | +46.4% |
| All | +39.0% | +87.6% | -48.7% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling