+528.6%
CBOE vs SWK
+29.6%
+499.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +5.3% | +11.0% | -5.7% | +3.9% |
| 30D | +25.5% | +30.1% | -4.6% | +21.4% |
| 3M | +22.5% | +14.7% | +7.8% | +20.3% |
| 6M | +2.6% | +44.5% | -41.9% | -2.7% |
| YTD | +41.8% | +59.4% | -17.6% | +32.0% |
| 1Y | +40.9% | +77.5% | -36.7% | +28.9% |
| 3Y | +108.7% | +49.5% | +59.3% | +90.2% |
| 5Y | +181.4% | -24.9% | +206.3% | +196.0% |
| All | +528.6% | +29.6% | +499.0% | +422.8% |
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