+28.7%
SWK vs SFM
+138.2%
-109.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.5% | +0.3% |
| 7D | +11.0% | -1.2% | +12.2% | +11.2% |
| 30D | +30.1% | -24.8% | +54.8% | +34.6% |
| 3M | +14.7% | -43.7% | +58.3% | +23.7% |
| 6M | +44.5% | -37.3% | +81.8% | +52.7% |
| YTD | +59.4% | -38.4% | +97.8% | +67.9% |
| 1Y | +77.5% | -36.9% | +114.4% | +86.0% |
| 3Y | +49.5% | +20.7% | +28.8% | +34.9% |
| 5Y | -24.9% | +103.5% | -128.4% | -39.4% |
| All | +28.7% | +138.2% | -109.5% | -1.3% |
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