+311.1%
SPOT vs SWK
-3.9%
+315.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | +16.9% | +25.5% | -8.5% | +9.6% |
| 3M | +23.0% | +11.8% | +11.2% | +18.8% |
| 6M | +42.2% | +48.7% | -6.5% | +25.6% |
| YTD | +5.5% | +57.2% | -51.7% | -9.5% |
| 1Y | -5.1% | +75.3% | -80.3% | -21.5% |
| 3Y | +257.9% | +51.9% | +206.0% | +191.6% |
| 5Y | +118.4% | -30.7% | +149.1% | +124.6% |
| All | +311.1% | -3.9% | +315.0% | +231.2% |
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