+591.6%
JPM vs SWK
+2.4%
+589.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -0.2% | -5.7% | +5.6% | +2.1% |
| 3M | +15.9% | +24.1% | -8.2% | +5.3% |
| 6M | +20.9% | +24.7% | -3.8% | +9.1% |
| YTD | +12.9% | +33.9% | -21.1% | -1.5% |
| 1Y | +20.3% | +34.7% | -14.4% | +3.9% |
| 3Y | +160.9% | +15.3% | +145.7% | +126.7% |
| 5Y | +154.8% | -39.3% | +194.1% | +192.6% |
| All | +591.6% | +2.4% | +589.2% | +460.6% |
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