+22.4%
SWK vs SFM
+138.5%
-116.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +11.3% | -6.9% | +18.2% | +12.5% |
| 30D | +31.5% | -25.0% | +56.4% | +36.1% |
| 3M | +14.4% | -42.7% | +57.2% | +23.1% |
| 6M | +46.4% | -41.0% | +87.4% | +56.2% |
| YTD | +61.6% | -38.7% | +100.2% | +70.3% |
| 1Y | +78.7% | -38.1% | +116.9% | +87.8% |
| 3Y | +54.4% | +19.3% | +35.1% | +39.7% |
| 5Y | -25.3% | +103.1% | -128.4% | -39.6% |
| 10Y | +22.4% | +131.1% | -108.7% | -6.5% |
| All | +22.4% | +138.5% | -116.1% | -6.5% |
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