+1,342.4%
SWK vs SPY
+3,085.7%
-1,743.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.7% | +11.5% | +11.3% |
| 7D | +17.9% | -0.7% | +18.6% | +18.9% |
| 30D | +31.9% | -1.0% | +33.0% | +33.5% |
| 3M | +16.6% | -0.3% | +16.9% | +17.0% |
| 6M | +61.1% | +7.3% | +53.8% | +49.9% |
| YTD | +64.2% | +13.3% | +50.9% | +44.5% |
| 1Y | +85.2% | +14.8% | +70.4% | +60.9% |
| 3Y | +50.2% | +82.9% | -32.7% | -18.9% |
| 5Y | -22.8% | +75.6% | -98.4% | -56.0% |
| 10Y | +35.8% | +330.5% | -294.8% | -66.4% |
| All | +1,342.4% | +3,085.7% | -1,743.3% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling