+89.9%
SWK vs BOXX
+19.3%
+70.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +10.7% | +0.1% | +10.6% | +10.4% |
| 30D | +33.3% | +0.3% | +33.0% | +32.2% |
| 3M | +14.7% | +1.0% | +13.6% | +11.9% |
| 6M | +48.5% | +2.0% | +46.5% | +41.9% |
| YTD | +63.9% | +3.4% | +60.5% | +51.6% |
| 1Y | +80.4% | +4.1% | +76.3% | +65.0% |
| 3Y | +58.1% | +14.4% | +43.8% | +65.4% |
| All | +89.9% | +19.3% | +70.6% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling