+171.1%
SLV vs SWK
+29.6%
+141.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +5.1% | +11.0% | -5.9% | +3.5% |
| 30D | -12.9% | +30.1% | -43.0% | -16.1% |
| 3M | -16.1% | +14.7% | -30.7% | -17.7% |
| 6M | -33.2% | +44.5% | -77.7% | -36.6% |
| YTD | -27.2% | +59.4% | -86.6% | -31.9% |
| 1Y | +7.6% | +77.5% | -69.9% | -0.6% |
| 3Y | +122.3% | +49.5% | +72.9% | +106.7% |
| 5Y | +109.7% | -24.9% | +134.6% | +107.0% |
| All | +171.1% | +29.6% | +141.5% | +129.6% |
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