+77.5%
SWK vs SM
+72.1%
+5.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.1% |
| 7D | +11.0% | -25.9% | +36.9% | +4.6% |
| 30D | +30.1% | -15.1% | +45.2% | +25.8% |
| 3M | +14.7% | +4.9% | +9.8% | +16.4% |
| 6M | +44.5% | +6.1% | +38.4% | +47.5% |
| YTD | +59.4% | +63.4% | -4.1% | +52.0% |
| 1Y | +77.5% | +72.5% | +5.1% | +71.9% |
| All | +77.5% | +72.1% | +5.4% | +71.9% |
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