-60.5%
SPCH vs SWK
+38.8%
-99.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.1% | +11.5% |
| 7D | +6.2% | +10.7% | -4.5% | +5.9% |
| 30D | -28.1% | +33.3% | -61.4% | -33.9% |
| 3M | -0.5% | +14.7% | -15.2% | +0.2% |
| All | -60.5% | +38.8% | -99.3% | -65.7% |
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 · Available span rolling