+110.2%
SPOT vs SWK
-25.5%
+135.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +1.6% | +11.0% | -9.4% | -1.3% |
| 30D | +17.6% | +30.1% | -12.5% | +9.6% |
| 3M | +26.9% | +14.7% | +12.3% | +22.1% |
| 6M | +41.8% | +44.5% | -2.7% | +27.1% |
| YTD | +3.8% | +59.4% | -55.5% | -10.6% |
| 1Y | -2.5% | +77.5% | -80.0% | -19.1% |
| 3Y | +260.6% | +49.5% | +211.1% | +193.9% |
| All | +110.2% | -25.5% | +135.6% | +117.1% |
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