+786.0%
SPYM vs SWK
+323.8%
+462.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.5% |
| 7D | -4.7% | +11.3% | -16.0% | -8.5% |
| 30D | -5.9% | +28.1% | -34.0% | -14.1% |
| 3M | -4.5% | +12.6% | -17.1% | -9.0% |
| 6M | +1.9% | +51.7% | -49.9% | -13.1% |
| YTD | +8.4% | +60.0% | -51.5% | -10.2% |
| 1Y | +9.4% | +72.7% | -63.2% | -12.0% |
| 3Y | +75.3% | +46.3% | +29.0% | +42.2% |
| 5Y | +67.9% | -24.6% | +92.6% | +68.4% |
| 10Y | +314.8% | +32.2% | +282.6% | +209.1% |
| All | +786.0% | +323.8% | +462.2% | +269.3% |
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 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