-24.6%
SWK vs SPY
+67.0%
-91.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | +3.1% |
| 7D | +11.3% | -4.7% | +16.0% | +18.3% |
| 30D | +28.1% | -5.9% | +34.0% | +38.3% |
| 3M | +12.6% | -4.5% | +17.1% | +19.3% |
| 6M | +51.7% | +1.8% | +49.9% | +48.4% |
| YTD | +60.0% | +8.3% | +51.6% | +44.8% |
| 1Y | +72.7% | +9.3% | +63.3% | +54.6% |
| 3Y | +46.3% | +74.9% | -28.5% | -25.1% |
| 5Y | -24.6% | +67.3% | -91.9% | -59.9% |
| All | -24.6% | +67.0% | -91.6% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling