-24.6%
SWK vs SFM
+118.6%
-143.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.1% | +2.6% | -1.9% |
| 7D | +11.3% | +7.5% | +3.8% | +10.3% |
| 30D | +28.1% | -20.8% | +48.9% | +31.2% |
| 3M | +12.6% | -39.4% | +52.0% | +19.3% |
| 6M | +51.7% | -34.5% | +86.2% | +58.4% |
| YTD | +60.0% | -35.2% | +95.2% | +66.5% |
| 1Y | +72.7% | -35.3% | +108.0% | +79.5% |
| 3Y | +46.3% | +23.9% | +22.4% | +27.6% |
| 5Y | -24.6% | +113.8% | -138.5% | -39.6% |
| All | -24.6% | +118.6% | -143.2% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling