+24.7%
SWK vs SFM
+133.2%
-108.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.2% |
| 7D | -2.3% | -7.1% | +4.8% | -1.3% |
| 30D | +30.4% | -21.4% | +51.8% | +34.1% |
| 3M | +12.1% | -40.1% | +52.2% | +19.9% |
| 6M | +49.1% | -38.0% | +87.1% | +57.9% |
| YTD | +60.4% | -36.5% | +97.0% | +68.2% |
| 1Y | +78.3% | -35.2% | +113.5% | +86.1% |
| 3Y | +53.3% | +23.5% | +29.8% | +38.0% |
| 5Y | -27.0% | +109.7% | -136.7% | -41.3% |
| All | +24.7% | +133.2% | -108.5% | -4.4% |
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