+391.9%
SPYG vs SWK
+26.9%
+365.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.9% | +11.3% | -13.2% | -5.4% |
| 30D | -9.2% | +31.5% | -40.6% | -17.1% |
| 3M | -6.8% | +14.4% | -21.2% | -11.2% |
| 6M | -2.6% | +46.4% | -49.0% | -14.8% |
| YTD | +7.5% | +61.6% | -54.1% | -9.9% |
| 1Y | +6.7% | +78.7% | -72.1% | -13.7% |
| 3Y | +90.1% | +54.4% | +35.7% | +53.6% |
| 5Y | +69.2% | -25.3% | +94.5% | +72.5% |
| 10Y | +391.9% | +22.4% | +369.5% | +291.0% |
| All | +391.9% | +26.9% | +365.0% | +291.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling