+533.7%
SPYG vs SWK
+878.3%
-344.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.6% |
| 7D | +4.2% | -2.0% | +6.2% | +5.0% |
| 30D | -7.4% | +24.6% | -32.0% | -15.2% |
| 3M | -5.3% | +10.8% | -16.1% | -9.5% |
| 6M | -1.2% | +46.1% | -47.3% | -15.4% |
| YTD | +9.0% | +56.8% | -47.8% | -10.3% |
| 1Y | +8.8% | +72.7% | -63.9% | -13.9% |
| 3Y | +92.8% | +49.9% | +42.9% | +52.4% |
| 5Y | +69.3% | -30.9% | +100.2% | +75.3% |
| 10Y | +398.4% | +18.1% | +380.3% | +278.9% |
| All | +533.7% | +878.3% | -344.6% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling