+1,378.4%
SWK vs SM
+1,356.1%
+22.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -15.3% | +28.4% | +15.3% |
| 7D | +17.9% | -21.5% | +39.4% | +21.4% |
| 30D | +31.9% | -11.4% | +43.3% | +33.4% |
| 3M | +16.6% | +0.6% | +15.9% | +15.2% |
| 6M | +61.1% | +0.2% | +60.9% | +57.5% |
| YTD | +64.2% | +69.7% | -5.5% | +46.9% |
| 1Y | +85.2% | +71.6% | +13.6% | +65.1% |
| 3Y | +50.2% | -16.9% | +67.1% | +46.6% |
| 5Y | -22.8% | -3.2% | -19.6% | -28.9% |
| 10Y | +35.8% | +15.5% | +20.2% | -12.1% |
| All | +1,378.4% | +1,356.1% | +22.3% | +585.8% |
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