+1,644.6%
ASML vs SWK
+2.4%
+1,642.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.7% |
| 7D | +1.1% | -0.4% | +1.6% | +1.3% |
| 30D | +2.2% | -5.7% | +7.9% | +5.1% |
| 3M | -2.3% | +24.1% | -26.4% | -12.5% |
| 6M | +23.0% | +24.7% | -1.7% | +9.8% |
| YTD | +61.1% | +33.9% | +27.1% | +37.9% |
| 1Y | +129.1% | +34.7% | +94.4% | +94.0% |
| 3Y | +165.4% | +15.3% | +150.1% | +131.4% |
| 5Y | +109.5% | -39.3% | +148.7% | +142.5% |
| All | +1,644.6% | +2.4% | +1,642.2% | +1,380.7% |
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