+306.8%
SPOT vs SWK
-1.2%
+308.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +1.0% | +11.3% | -10.3% | -2.1% |
| 30D | +14.6% | +31.5% | -16.9% | +6.0% |
| 3M | +18.4% | +14.4% | +4.0% | +13.7% |
| 6M | +45.1% | +46.4% | -1.3% | +28.8% |
| YTD | +4.4% | +61.6% | -57.2% | -11.1% |
| 1Y | -2.7% | +78.7% | -81.4% | -19.9% |
| 3Y | +254.6% | +54.4% | +200.2% | +187.9% |
| 5Y | +124.8% | -25.3% | +150.1% | +126.1% |
| All | +306.8% | -1.2% | +308.0% | +225.2% |
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