+175.9%
SLV vs SWK
+32.9%
+143.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.3% |
| 7D | +5.6% | +10.7% | -5.0% | +4.1% |
| 30D | -12.1% | +33.3% | -45.5% | -15.6% |
| 3M | -16.3% | +14.7% | -30.9% | -18.0% |
| 6M | -34.1% | +48.5% | -82.6% | -37.6% |
| YTD | -25.3% | +63.9% | -89.2% | -30.3% |
| 1Y | +9.6% | +80.4% | -70.8% | +1.0% |
| 3Y | +132.7% | +58.1% | +74.6% | +114.7% |
| 5Y | +113.7% | -24.5% | +138.2% | +110.8% |
| 10Y | +175.9% | +29.5% | +146.4% | +134.5% |
| All | +175.9% | +32.9% | +143.0% | +134.5% |
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