+180.4%
CBOE vs SWK
-25.5%
+205.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +5.3% | +11.0% | -5.7% | +5.3% |
| 30D | +25.5% | +30.1% | -4.6% | +25.7% |
| 3M | +22.5% | +14.7% | +7.8% | +22.6% |
| 6M | +2.6% | +44.5% | -41.9% | +2.6% |
| YTD | +41.8% | +59.4% | -17.6% | +41.5% |
| 1Y | +40.9% | +77.5% | -36.7% | +40.2% |
| 3Y | +108.7% | +49.5% | +59.3% | +107.7% |
| All | +180.4% | -25.5% | +205.8% | +217.0% |
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