-27.0%
SWK vs SPXU
-84.0%
+57.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -2.4% |
| 7D | -2.3% | +1.5% | -3.8% | -1.1% |
| 30D | +30.4% | +6.4% | +24.1% | +35.0% |
| 3M | +12.1% | +4.2% | +7.9% | +15.5% |
| 6M | +49.1% | -7.8% | +56.8% | +47.7% |
| YTD | +60.4% | -27.5% | +88.0% | +46.1% |
| 1Y | +78.3% | -27.1% | +105.5% | +63.7% |
| 3Y | +53.3% | -80.8% | +134.1% | -7.0% |
| 5Y | -27.0% | -84.1% | +57.1% | -51.9% |
| All | -27.0% | -84.0% | +57.0% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling