+385.1%
CBOE vs SWK
+0.7%
+384.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.4% |
| 7D | -4.6% | +0.1% | -4.8% | -4.7% |
| 30D | +2.6% | -8.9% | +11.6% | +3.8% |
| 3M | +4.9% | +20.5% | -15.6% | +1.9% |
| 6M | -2.2% | +27.1% | -29.3% | -6.0% |
| YTD | +17.7% | +30.2% | -12.5% | +12.5% |
| 1Y | +26.1% | +24.8% | +1.3% | +20.9% |
| 3Y | +97.1% | +16.3% | +80.8% | +85.9% |
| 5Y | +149.2% | -40.1% | +189.3% | +170.2% |
| 10Y | +385.1% | +0.8% | +384.3% | +317.2% |
| All | +385.1% | +0.7% | +384.4% | +317.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling