+20.1%
SGOV vs SWK
-38.5%
+58.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | 0.0% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +0.3% | -8.9% | +9.2% | +0.3% |
| 3M | +0.9% | +20.5% | -19.6% | +0.9% |
| 6M | +1.8% | +27.1% | -25.3% | +1.8% |
| YTD | +2.5% | +30.2% | -27.7% | +2.5% |
| 1Y | +3.8% | +24.8% | -21.0% | +3.8% |
| 3Y | +14.3% | +16.3% | -2.0% | +14.3% |
| 5Y | +20.1% | -40.1% | +60.2% | +20.1% |
| All | +20.1% | -38.5% | +58.6% | +20.1% |
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