+50.0%
SWK vs SM
-20.8%
+70.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -2.0% |
| 7D | +11.3% | -25.1% | +36.4% | +15.1% |
| 30D | +28.1% | -15.6% | +43.7% | +29.8% |
| 3M | +12.6% | +2.7% | +9.9% | +9.6% |
| 6M | +51.7% | -3.8% | +55.6% | +46.9% |
| YTD | +60.0% | +61.8% | -1.9% | +28.3% |
| 1Y | +72.7% | +71.4% | +1.3% | +35.1% |
| All | +50.0% | -20.8% | +70.8% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling