+11.2%
SPYG vs SWK
+87.6%
-76.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.1% | -11.9% | -0.8% |
| 7D | -2.8% | +17.9% | -20.7% | -5.5% |
| 30D | -6.2% | +31.9% | -38.1% | -10.7% |
| 3M | -3.6% | +16.6% | -20.2% | -6.1% |
| 6M | +4.8% | +61.1% | -56.4% | -4.0% |
| YTD | +11.0% | +64.2% | -53.2% | +0.1% |
| 1Y | +11.2% | +85.2% | -74.0% | -1.6% |
| All | +11.2% | +87.6% | -76.4% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling