+78.3%
SWK vs SFM
-36.1%
+114.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.9% |
| 7D | -2.3% | -7.1% | +4.8% | -2.0% |
| 30D | +30.4% | -21.4% | +51.8% | +30.8% |
| 3M | +12.1% | -40.1% | +52.2% | +13.2% |
| 6M | +49.1% | -38.0% | +87.1% | +50.3% |
| YTD | +60.4% | -36.5% | +97.0% | +63.6% |
| 1Y | +78.3% | -35.2% | +113.5% | +81.5% |
| All | +78.3% | -36.1% | +114.4% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling