+11.7%
SPYM vs SWK
+79.5%
-67.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.9% |
| 7D | +0.1% | +10.7% | -10.6% | -1.7% |
| 30D | -3.3% | +33.3% | -36.7% | -8.1% |
| 3M | -2.4% | +14.7% | -17.1% | -4.7% |
| 6M | +2.6% | +48.5% | -45.9% | -4.7% |
| YTD | +11.3% | +63.9% | -52.6% | +0.4% |
| All | +11.7% | +79.5% | -67.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling