+20.8%
SWK vs SPY
+311.8%
-290.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -2.5% |
| 7D | -2.3% | -0.9% | -1.4% | -1.3% |
| 30D | +30.4% | -2.4% | +32.8% | +34.5% |
| 3M | +12.1% | -1.2% | +13.3% | +13.6% |
| 6M | +49.1% | +3.3% | +45.8% | +42.7% |
| YTD | +60.4% | +12.3% | +48.2% | +37.4% |
| 1Y | +78.3% | +12.4% | +65.9% | +52.6% |
| 3Y | +53.3% | +78.8% | -25.5% | -29.0% |
| 5Y | -27.0% | +75.2% | -102.1% | -65.0% |
| 10Y | +20.8% | +311.1% | -290.3% | -80.3% |
| All | +20.8% | +311.8% | -290.9% | -80.3% |
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