+54.4%
SWK vs SFM
+19.7%
+34.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | +11.3% | -6.9% | +18.2% | +12.0% |
| 30D | +31.5% | -25.0% | +56.4% | +34.0% |
| 3M | +14.4% | -42.7% | +57.2% | +19.3% |
| 6M | +46.4% | -41.0% | +87.4% | +51.8% |
| YTD | +61.6% | -38.7% | +100.2% | +66.5% |
| 1Y | +78.7% | -38.1% | +116.9% | +83.8% |
| 3Y | +54.4% | +19.3% | +35.1% | +43.6% |
| All | +54.4% | +19.7% | +34.7% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling