+239.8%
SLV vs SWK
+285.7%
-45.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | -0.7% | +11.3% | -12.0% | -2.4% |
| 30D | -15.4% | +28.1% | -43.5% | -18.6% |
| 3M | -16.3% | +12.6% | -28.9% | -17.9% |
| 6M | -28.8% | +51.7% | -80.5% | -33.3% |
| YTD | -27.1% | +60.0% | -87.1% | -32.4% |
| 1Y | +7.5% | +72.7% | -65.2% | -1.4% |
| 3Y | +121.2% | +46.3% | +74.8% | +103.8% |
| 5Y | +110.0% | -24.6% | +134.6% | +108.8% |
| 10Y | +168.8% | +32.2% | +136.5% | +132.0% |
| All | +239.8% | +285.7% | -45.9% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling