+3.3%
SWK vs SFM
+256.7%
-253.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | -0.4% | -0.1% | -0.4% | -0.5% |
| 30D | -5.7% | -4.4% | -1.4% | -5.2% |
| 3M | +24.1% | +1.5% | +22.5% | +23.3% |
| 6M | +24.7% | +6.5% | +18.2% | +22.3% |
| YTD | +33.9% | +2.2% | +31.8% | +32.0% |
| 1Y | +34.7% | -41.9% | +76.6% | +44.3% |
| 3Y | +15.3% | +106.8% | -91.5% | -2.6% |
| 5Y | -39.3% | +231.6% | -270.9% | -53.6% |
| All | +3.3% | +256.7% | -253.4% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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