-64.8%
SPCH vs SWK
+35.0%
-99.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.4% | +17.2% | +16.9% |
| 7D | -3.0% | +11.0% | -14.1% | -3.9% |
| 30D | -39.8% | +30.1% | -69.9% | -44.5% |
| 3M | +16.8% | +14.7% | +2.2% | +15.4% |
| All | -64.8% | +35.0% | -99.7% | -69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling