+506.0%
JPM vs SWK
+32.9%
+473.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.6% | +1.2% |
| 7D | +0.4% | +10.7% | -10.2% | -3.7% |
| 30D | +2.7% | +33.3% | -30.6% | -8.5% |
| 3M | -3.8% | +14.7% | -18.5% | -9.4% |
| 6M | +14.3% | +48.5% | -34.2% | -3.6% |
| YTD | +8.2% | +63.9% | -55.7% | -13.1% |
| 1Y | +11.0% | +80.4% | -69.4% | -14.5% |
| 3Y | +152.7% | +58.1% | +94.5% | +92.3% |
| 5Y | +130.8% | -24.5% | +155.3% | +142.3% |
| 10Y | +506.0% | +29.5% | +476.5% | +357.8% |
| All | +506.0% | +32.9% | +473.1% | +357.8% |
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