+5,807.1%
SPG vs SWK
+1,306.0%
+4,501.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +13.1% | -10.2% | -2.9% |
| 7D | +8.2% | +17.9% | -9.7% | +0.2% |
| 30D | +13.5% | +31.9% | -18.5% | -0.1% |
| 3M | +2.2% | +16.6% | -14.3% | -5.2% |
| 6M | +15.9% | +61.1% | -45.3% | -7.8% |
| YTD | +27.6% | +64.2% | -36.6% | -0.7% |
| 1Y | +30.9% | +85.2% | -54.3% | -4.0% |
| 3Y | +124.5% | +50.2% | +74.3% | +72.0% |
| 5Y | +79.9% | -22.8% | +102.7% | +79.7% |
| 10Y | +112.9% | +35.8% | +77.2% | +61.9% |
| All | +5,807.1% | +1,306.0% | +4,501.2% | +2,182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling