+333.1%
SLV vs SWK
+222.9%
+110.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | +6.7% | -5.7% | +12.4% | +7.6% |
| 3M | -10.7% | +24.1% | -34.8% | -13.7% |
| 6M | -20.6% | +24.7% | -45.3% | -23.4% |
| YTD | -7.1% | +33.9% | -41.1% | -11.4% |
| 1Y | +62.0% | +34.7% | +27.3% | +53.9% |
| 3Y | +169.8% | +15.3% | +154.6% | +157.8% |
| 5Y | +161.5% | -39.3% | +200.7% | +168.8% |
| 10Y | +224.4% | +2.5% | +221.9% | +191.8% |
| All | +333.1% | +222.9% | +110.2% | +190.3% |
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