+62.0%
SLV vs SWK
+37.3%
+24.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +6.7% | -5.7% | +12.4% | +8.1% |
| 3M | -10.7% | +24.1% | -34.8% | -15.2% |
| 6M | -20.6% | +24.7% | -45.3% | -26.0% |
| YTD | -7.1% | +33.9% | -41.1% | -13.8% |
| 1Y | +62.0% | +34.7% | +27.3% | +50.6% |
| All | +62.0% | +37.3% | +24.6% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling