+49.5%
SWK vs SPY
+75.1%
-25.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.8% |
| 7D | +11.0% | -2.7% | +13.7% | +15.3% |
| 30D | +30.1% | -5.4% | +35.4% | +40.1% |
| 3M | +14.7% | -4.1% | +18.7% | +21.1% |
| 6M | +44.5% | +0.7% | +43.8% | +42.9% |
| YTD | +59.4% | +8.7% | +50.7% | +42.0% |
| 1Y | +77.5% | +10.9% | +66.6% | +53.9% |
| 3Y | +49.5% | +75.0% | -25.5% | -33.2% |
| All | +49.5% | +75.1% | -25.6% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling