+3.3%
SWK vs SPY
+313.4%
-310.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | -0.4% | +0.1% | -0.6% | -0.6% |
| 30D | -5.7% | +0.1% | -5.8% | -5.8% |
| 3M | +24.1% | +2.0% | +22.1% | +21.1% |
| 6M | +24.7% | +13.0% | +11.7% | +6.1% |
| YTD | +33.9% | +13.5% | +20.4% | +13.3% |
| 1Y | +34.7% | +20.0% | +14.7% | +5.9% |
| 3Y | +15.3% | +77.2% | -61.9% | -45.7% |
| 5Y | -39.3% | +81.9% | -121.2% | -72.3% |
| All | +3.3% | +313.4% | -310.2% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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