+313.1%
A vs SWK
+29.6%
+283.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -0.1% | +11.0% | -11.1% | -4.2% |
| 30D | +3.4% | +30.1% | -26.7% | -6.7% |
| 3M | +23.8% | +14.7% | +9.2% | +17.0% |
| 6M | +49.0% | +44.5% | +4.5% | +28.2% |
| YTD | +29.4% | +59.4% | -30.0% | +6.1% |
| 1Y | +19.4% | +77.5% | -58.1% | -6.2% |
| 3Y | +66.2% | +49.5% | +16.7% | +34.9% |
| 5Y | +15.8% | -24.9% | +40.7% | +16.7% |
| All | +313.1% | +29.6% | +283.6% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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