+85.2%
SWK vs SM
+70.4%
+14.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -15.3% | +28.4% | +9.3% |
| 7D | +17.9% | -21.5% | +39.4% | +12.3% |
| 30D | +31.9% | -11.4% | +43.3% | +28.8% |
| 3M | +16.6% | +0.6% | +15.9% | +17.6% |
| 6M | +61.1% | +0.2% | +60.9% | +64.6% |
| YTD | +64.2% | +69.7% | -5.5% | +61.7% |
| 1Y | +85.2% | +71.6% | +13.6% | +84.9% |
| All | +85.2% | +70.4% | +14.8% | +84.9% |
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