+828.4%
SPYM vs SWK
+254.9%
+573.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.1% | -0.4% | +0.6% | +0.2% |
| 30D | +0.1% | -5.7% | +5.8% | +2.1% |
| 3M | +2.0% | +24.1% | -22.0% | -6.0% |
| 6M | +13.1% | +24.7% | -11.7% | +3.3% |
| YTD | +13.6% | +33.9% | -20.3% | +0.7% |
| 1Y | +20.1% | +34.7% | -14.6% | +5.4% |
| 3Y | +77.6% | +15.3% | +62.3% | +57.3% |
| 5Y | +82.5% | -39.3% | +121.8% | +98.5% |
| 10Y | +317.6% | +2.5% | +315.1% | +242.9% |
| All | +828.4% | +254.9% | +573.5% | +314.0% |
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