+199.0%
CBOE vs SWK
-28.9%
+227.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | -0.1% |
| 7D | +4.5% | -2.0% | +6.4% | +4.5% |
| 30D | +26.2% | +24.6% | +1.6% | +26.4% |
| 3M | +27.1% | +10.8% | +16.3% | +27.2% |
| 6M | +4.2% | +46.1% | -41.9% | +4.2% |
| YTD | +48.0% | +56.8% | -8.8% | +47.8% |
| 1Y | +42.4% | +72.7% | -30.3% | +41.9% |
| 3Y | +116.8% | +49.9% | +67.0% | +115.3% |
| 5Y | +199.0% | -30.9% | +229.9% | +246.3% |
| All | +199.0% | -28.9% | +227.9% | +246.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling