+33.0%
SPG vs SWK
+73.5%
-40.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | 0.0% |
| 7D | +3.1% | -2.0% | +5.1% | +3.5% |
| 30D | +16.4% | +24.6% | -8.2% | +11.1% |
| 3M | +7.1% | +10.8% | -3.7% | +4.4% |
| 6M | +16.1% | +46.1% | -30.0% | +6.5% |
| YTD | +30.4% | +56.8% | -26.4% | +17.2% |
| 1Y | +33.0% | +72.7% | -39.7% | +16.5% |
| All | +33.0% | +73.5% | -40.5% | +16.5% |
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 · 6 months rolling