+89.5%
SPYG vs SWK
+46.0%
+43.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.6% | +11.0% | -14.7% | -5.9% |
| 30D | -11.2% | +30.1% | -41.2% | -16.3% |
| 3M | -8.1% | +14.7% | -22.7% | -11.0% |
| 6M | -3.3% | +44.5% | -47.8% | -11.4% |
| YTD | +5.5% | +59.4% | -53.8% | -6.1% |
| 1Y | +7.0% | +77.5% | -70.6% | -7.4% |
| 3Y | +89.5% | +49.5% | +40.0% | +62.9% |
| All | +89.5% | +46.0% | +43.5% | +62.9% |
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