+1,105.9%
SWK vs SM
+1,608.3%
-502.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -5.7% | +26.3% | -32.0% | -9.0% |
| 3M | +24.1% | +8.7% | +15.4% | +21.4% |
| 6M | +24.7% | +51.7% | -27.0% | +14.9% |
| YTD | +33.9% | +99.0% | -65.1% | +18.1% |
| 1Y | +34.7% | +34.6% | +0.1% | +25.4% |
| 3Y | +15.3% | -7.8% | +23.0% | +11.6% |
| 5Y | -39.3% | +104.8% | -144.1% | -49.5% |
| 10Y | +2.5% | +7.2% | -4.8% | -32.5% |
| All | +1,105.9% | +1,608.3% | -502.4% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling