+489.2%
SPCX vs SWK
+31.9%
+457.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -1.5% |
| 7D | +3.6% | -1.4% | +5.0% | +8.5% |
| 30D | -8.6% | +25.5% | -34.0% | -75.6% |
| 3M | -1.5% | +11.8% | -13.3% | -61.4% |
| 6M | +532.9% | +69.9% | +463.0% | -36.8% |
| YTD | +538.6% | +57.2% | +481.4% | -36.3% |
| 1Y | +442.9% | +75.3% | +367.6% | -45.8% |
| All | +489.2% | +31.9% | +457.3% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling