+366.5%
ALL vs SWK
+2.4%
+364.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | 0.0% | -0.4% | +0.5% | +0.1% |
| 30D | -1.5% | -5.7% | +4.2% | -0.1% |
| 3M | +23.6% | +24.1% | -0.4% | +15.6% |
| 6M | +22.3% | +24.7% | -2.4% | +13.5% |
| YTD | +26.5% | +33.9% | -7.4% | +14.5% |
| 1Y | +27.0% | +34.7% | -7.7% | +14.0% |
| 3Y | +149.6% | +15.3% | +134.3% | +123.7% |
| 5Y | +118.1% | -39.3% | +157.4% | +139.3% |
| All | +366.5% | +2.4% | +364.1% | +307.3% |
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