+113.0%
SPOT vs SWK
-38.7%
+151.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.4% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | +12.5% | -5.7% | +18.2% | +14.2% |
| 3M | +9.9% | +24.1% | -14.2% | +3.0% |
| 6M | +1.6% | +24.7% | -23.1% | -5.6% |
| YTD | -6.6% | +33.9% | -40.5% | -15.5% |
| 1Y | -22.9% | +34.7% | -57.6% | -30.9% |
| 3Y | +244.3% | +15.3% | +229.0% | +208.5% |
| All | +113.0% | -38.7% | +151.7% | +124.1% |
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