+34.7%
SWK vs SM
+36.8%
-2.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +0.5% |
| 7D | -0.4% | -0.5% | 0.0% | -0.5% |
| 30D | -5.7% | +25.6% | -31.3% | -2.5% |
| 3M | +24.1% | +8.0% | +16.0% | +27.3% |
| 6M | +24.7% | +50.8% | -26.1% | +25.8% |
| YTD | +33.9% | +97.9% | -63.9% | +29.3% |
| 1Y | +34.7% | +33.8% | +0.9% | +36.1% |
| All | +34.7% | +36.8% | -2.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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