+73.3%
SPG vs SWK
-25.4%
+98.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | 0.0% |
| 7D | +5.0% | +11.3% | -6.2% | +1.0% |
| 30D | +12.3% | +28.1% | -15.8% | +2.8% |
| 3M | +1.9% | +12.6% | -10.7% | -2.7% |
| 6M | +14.4% | +51.7% | -37.3% | -2.2% |
| YTD | +26.5% | +60.0% | -33.5% | +4.9% |
| 1Y | +30.7% | +72.7% | -42.0% | +5.0% |
| 3Y | +122.6% | +46.3% | +76.3% | +81.9% |
| 5Y | +73.3% | -24.6% | +97.9% | +78.4% |
| All | +73.3% | -25.4% | +98.8% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling