+59.6%
SPG vs SWK
+2.4%
+57.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -2.4% | -0.4% | -1.9% | -2.2% |
| 30D | -6.8% | -5.7% | -1.1% | -4.3% |
| 3M | +2.7% | +24.1% | -21.4% | -8.7% |
| 6M | +5.5% | +24.7% | -19.3% | -7.3% |
| YTD | +15.7% | +33.9% | -18.2% | -2.7% |
| 1Y | +20.9% | +34.7% | -13.8% | +0.2% |
| 3Y | +112.4% | +15.3% | +97.1% | +79.6% |
| 5Y | +101.4% | -39.3% | +140.6% | +138.4% |
| All | +59.6% | +2.4% | +57.2% | +32.7% |
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 · 6 months rolling