+1,056.2%
CBOE vs SWK
+164.9%
+891.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | +5.1% | -5.7% | +10.8% | +6.0% |
| 3M | +4.6% | +24.1% | -19.5% | +0.3% |
| 6M | -0.3% | +24.7% | -25.0% | -4.9% |
| YTD | +19.8% | +33.9% | -14.2% | +12.4% |
| 1Y | +28.4% | +34.7% | -6.3% | +19.9% |
| 3Y | +104.1% | +15.3% | +88.8% | +89.9% |
| 5Y | +150.9% | -39.3% | +190.2% | +167.8% |
| 10Y | +393.5% | +2.5% | +391.0% | +321.5% |
| All | +1,056.2% | +164.9% | +891.3% | +611.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling