+67.3%
SPY vs SWK
-25.4%
+92.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.8% |
| 7D | -4.7% | +11.3% | -16.0% | -7.5% |
| 30D | -5.9% | +28.1% | -34.0% | -12.0% |
| 3M | -4.5% | +12.6% | -17.1% | -7.7% |
| 6M | +1.8% | +51.7% | -49.9% | -9.4% |
| YTD | +8.3% | +60.0% | -51.6% | -5.7% |
| 1Y | +9.3% | +72.7% | -63.3% | -7.0% |
| 3Y | +74.9% | +46.3% | +28.5% | +49.1% |
| 5Y | +67.3% | -24.6% | +91.9% | +68.0% |
| All | +67.3% | -25.4% | +92.7% | +68.0% |
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