+28.7%
SWK vs SPXU
-99.5%
+128.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.7% |
| 7D | +11.0% | +7.6% | +3.5% | +15.5% |
| 30D | +30.1% | +17.5% | +12.5% | +40.9% |
| 3M | +14.7% | +14.7% | 0.0% | +23.2% |
| 6M | +44.5% | -0.1% | +44.6% | +48.2% |
| YTD | +59.4% | -19.8% | +79.2% | +51.0% |
| 1Y | +77.5% | -23.7% | +101.3% | +65.4% |
| 3Y | +49.5% | -79.5% | +128.9% | -10.5% |
| 5Y | -24.9% | -81.9% | +57.0% | -47.4% |
| All | +28.7% | -99.5% | +128.2% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling