+115.1%
SPMO vs SWK
+46.0%
+69.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -8.7% | +11.0% | -19.7% | -11.0% |
| 30D | -18.7% | +30.1% | -48.7% | -23.7% |
| 3M | -16.4% | +14.7% | -31.1% | -19.3% |
| 6M | -11.9% | +44.5% | -56.4% | -19.6% |
| YTD | +4.9% | +59.4% | -54.5% | -7.0% |
| 1Y | +6.2% | +77.5% | -71.3% | -8.2% |
| 3Y | +115.1% | +49.5% | +65.7% | +83.6% |
| All | +115.1% | +46.0% | +69.1% | +83.6% |
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