+311.0%
SPYM vs SWK
+18.1%
+292.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | -1.4% | +3.9% | +3.0% |
| 30D | -2.0% | +25.5% | -27.4% | -9.2% |
| 3M | -2.8% | +11.8% | -14.6% | -6.7% |
| 6M | +2.2% | +48.7% | -46.5% | -11.1% |
| YTD | +11.5% | +57.2% | -45.6% | -5.6% |
| 1Y | +13.5% | +75.3% | -61.8% | -7.6% |
| 3Y | +78.0% | +51.9% | +26.1% | +44.7% |
| 5Y | +73.1% | -30.7% | +103.9% | +82.4% |
| All | +311.0% | +18.1% | +292.9% | +228.3% |
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