+564.9%
SPYG vs SWK
+735.5%
-170.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | -0.4% | -5.7% | +5.3% | +1.7% |
| 3M | +0.5% | +24.1% | -23.5% | -7.8% |
| 6M | +17.5% | +24.7% | -7.2% | +6.8% |
| YTD | +14.3% | +33.9% | -19.6% | +0.5% |
| 1Y | +21.7% | +34.7% | -13.0% | +5.9% |
| 3Y | +98.6% | +15.3% | +83.3% | +74.2% |
| 5Y | +85.1% | -39.3% | +124.4% | +101.8% |
| 10Y | +412.0% | +2.5% | +409.6% | +312.4% |
| All | +564.9% | +735.5% | -170.6% | +105.6% |
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 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