+85.2%
SWK vs BOXX
+4.1%
+81.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | 0.0% | +13.1% | +12.7% |
| 7D | +17.9% | +0.1% | +17.8% | +16.9% |
| 30D | +31.9% | +0.4% | +31.6% | +27.8% |
| 3M | +16.6% | +1.0% | +15.6% | +5.7% |
| 6M | +61.1% | +2.0% | +59.2% | +30.6% |
| YTD | +64.2% | +3.3% | +60.9% | -4.9% |
| 1Y | +85.2% | +4.1% | +81.2% | -22.9% |
| All | +85.2% | +4.1% | +81.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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