+385.1%
CBOE vs SWK
-0.2%
+385.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +2.0% | -1.3% |
| 7D | -4.6% | -0.7% | -3.9% | -4.6% |
| 30D | +2.6% | -9.7% | +12.3% | +3.9% |
| 3M | +4.9% | +19.5% | -14.5% | +2.0% |
| 6M | -2.2% | +26.0% | -28.2% | -5.9% |
| YTD | +17.7% | +29.1% | -11.3% | +12.6% |
| 1Y | +26.1% | +23.7% | +2.4% | +21.0% |
| 3Y | +97.1% | +15.3% | +81.8% | +86.1% |
| 5Y | +149.2% | -40.6% | +189.8% | +170.5% |
| 10Y | +385.1% | -0.1% | +385.2% | +317.7% |
| All | +385.1% | -0.2% | +385.3% | +317.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling