+163.8%
JPM vs SWK
+15.2%
+148.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -0.2% | -5.7% | +5.6% | +1.1% |
| 3M | +15.9% | +24.1% | -8.2% | +10.0% |
| 6M | +20.9% | +24.7% | -3.8% | +14.2% |
| YTD | +12.9% | +33.9% | -21.1% | +4.9% |
| 1Y | +20.3% | +34.7% | -14.4% | +11.3% |
| All | +163.8% | +15.2% | +148.7% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling