+312.3%
SPOT vs SWK
-2.2%
+314.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.4% |
| 7D | +10.3% | +11.3% | -1.0% | +6.8% |
| 30D | +25.9% | +28.1% | -2.2% | +17.2% |
| 3M | +27.4% | +12.6% | +14.8% | +22.8% |
| 6M | +46.5% | +51.7% | -5.3% | +28.6% |
| YTD | +5.8% | +60.0% | -54.2% | -9.7% |
| 1Y | -0.9% | +72.7% | -73.6% | -17.6% |
| 3Y | +261.5% | +46.3% | +215.2% | +199.3% |
| 5Y | +112.6% | -24.6% | +137.2% | +113.1% |
| All | +312.3% | -2.2% | +314.5% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling