+85.9%
SWK vs BOXX
+19.3%
+66.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | +30.4% | +0.4% | +30.1% | +29.3% |
| 3M | +12.1% | +1.0% | +11.1% | +9.5% |
| 6M | +49.1% | +2.0% | +47.1% | +42.4% |
| YTD | +60.4% | +3.4% | +57.1% | +48.3% |
| 1Y | +78.3% | +4.1% | +74.2% | +63.1% |
| 3Y | +53.3% | +14.3% | +39.0% | +60.1% |
| All | +85.9% | +19.3% | +66.6% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling