+340.6%
SWK vs SPXU
-100.0%
+440.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.5% |
| 7D | -0.4% | -0.1% | -0.3% | -0.5% |
| 30D | -5.7% | +0.8% | -6.5% | -5.2% |
| 3M | +24.1% | -4.7% | +28.8% | +23.3% |
| 6M | +24.7% | -29.6% | +54.3% | +10.3% |
| YTD | +33.9% | -29.9% | +63.8% | +18.9% |
| 1Y | +34.7% | -39.1% | +73.8% | +13.9% |
| 3Y | +15.3% | -80.0% | +95.3% | -30.4% |
| 5Y | -39.3% | -86.0% | +46.8% | -61.6% |
| 10Y | +2.5% | -99.5% | +102.0% | -75.2% |
| All | +340.6% | -100.0% | +440.6% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling