+87.1%
SWK vs SFM
+47.4%
+39.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.1% | +2.6% | -1.9% |
| 7D | +11.3% | +7.5% | +3.8% | +10.2% |
| 30D | +28.1% | -20.8% | +48.9% | +31.4% |
| 3M | +12.6% | -39.4% | +52.0% | +19.5% |
| 6M | +51.7% | -34.5% | +86.2% | +58.7% |
| YTD | +60.0% | -35.2% | +95.2% | +66.7% |
| 1Y | +72.7% | -35.3% | +108.0% | +79.8% |
| 3Y | +46.3% | +23.9% | +22.4% | +34.4% |
| 5Y | -24.6% | +113.8% | -138.5% | -37.2% |
| 10Y | +32.2% | +152.0% | -119.7% | +4.5% |
| All | +87.1% | +47.4% | +39.7% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling