+43.5%
SWK vs BOXX
+18.4%
+25.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -6.7% | 0.0% | -6.8% | -6.8% |
| 30D | -13.5% | +0.3% | -13.7% | -14.0% |
| 3M | +16.2% | +1.0% | +15.2% | +13.7% |
| 6M | +22.7% | +1.9% | +20.8% | +17.2% |
| YTD | +23.8% | +2.6% | +21.2% | +16.5% |
| 1Y | +20.9% | +4.0% | +16.9% | +11.9% |
| 3Y | +10.6% | +14.6% | -4.0% | +23.4% |
| All | +43.5% | +18.4% | +25.0% | +66.0% |
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