+75.0%
SPY vs SWK
+46.0%
+29.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | +11.0% | -13.7% | -5.0% |
| 30D | -5.4% | +30.1% | -35.4% | -10.9% |
| 3M | -4.1% | +14.7% | -18.7% | -7.2% |
| 6M | +0.7% | +44.5% | -43.8% | -7.9% |
| YTD | +8.7% | +59.4% | -50.7% | -3.5% |
| 1Y | +10.9% | +77.5% | -66.6% | -4.2% |
| 3Y | +75.0% | +49.5% | +25.5% | +49.7% |
| All | +75.0% | +46.0% | +29.0% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling