+82.1%
SWK vs BOXX
+19.3%
+62.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +25.5% | +0.4% | +25.1% | +24.3% |
| 3M | +11.8% | +1.0% | +10.8% | +9.2% |
| 6M | +48.7% | +2.0% | +46.7% | +42.0% |
| YTD | +57.2% | +3.4% | +53.8% | +45.2% |
| 1Y | +75.3% | +4.1% | +71.2% | +60.2% |
| 3Y | +51.9% | +14.4% | +37.5% | +58.6% |
| All | +82.1% | +19.3% | +62.8% | +107.0% |
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