+501.7%
SPCX vs SWK
+37.5%
+464.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.8% | +3.0% | -5.4% |
| 7D | +4.2% | +10.7% | -6.5% | -47.9% |
| 30D | -12.6% | +33.3% | -46.0% | -81.8% |
| 3M | +6.7% | +14.7% | -7.9% | -62.1% |
| 6M | +546.4% | +77.1% | +469.2% | -44.9% |
| YTD | +552.1% | +63.9% | +488.3% | -44.5% |
| 1Y | +453.2% | +80.4% | +372.8% | -52.8% |
| All | +501.7% | +37.5% | +464.2% | -48.6% |
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