+107.5%
ALL vs SWK
+46.0%
+61.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -1.9% | +11.0% | -13.0% | -2.6% |
| 30D | +13.8% | +30.1% | -16.3% | +12.2% |
| 3M | -7.0% | +14.7% | -21.7% | -7.8% |
| 6M | +18.0% | +44.5% | -26.5% | +15.3% |
| YTD | +24.2% | +59.4% | -35.2% | +20.0% |
| 1Y | +31.2% | +77.5% | -46.4% | +25.5% |
| 3Y | +107.5% | +49.5% | +58.1% | +96.3% |
| All | +107.5% | +46.0% | +61.6% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling