+16.3%
SWK vs BOXX
+14.6%
+1.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | -8.9% | +0.3% | -9.2% | -10.2% |
| 3M | +20.5% | +1.0% | +19.5% | +15.1% |
| 6M | +27.1% | +1.9% | +25.2% | +15.8% |
| YTD | +30.2% | +2.6% | +27.5% | +14.6% |
| 1Y | +24.8% | +4.0% | +20.7% | +4.0% |
| 3Y | +16.3% | +14.6% | +1.7% | -25.7% |
| All | +16.3% | +14.6% | +1.7% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling