+22.2%
SWK vs SPY
+307.0%
-284.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -1.4% | +2.6% | -4.0% | -4.8% |
| 30D | +25.5% | -2.0% | +27.4% | +28.7% |
| 3M | +11.8% | -2.8% | +14.6% | +15.9% |
| 6M | +48.7% | +2.1% | +46.6% | +44.5% |
| YTD | +57.2% | +11.5% | +45.7% | +35.9% |
| 1Y | +75.3% | +13.5% | +61.8% | +48.2% |
| 3Y | +51.9% | +77.7% | -25.8% | -29.1% |
| 5Y | -30.7% | +72.6% | -103.4% | -66.2% |
| All | +22.2% | +307.0% | -284.9% | -79.6% |
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