+30.8%
ASML vs SWK
+82.9%
-52.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.3% |
| 7D | -19.0% | +11.3% | -30.3% | -22.7% |
| 30D | -25.9% | +28.1% | -54.0% | -34.1% |
| 3M | -19.1% | +12.6% | -31.6% | -23.3% |
| 6M | -5.7% | +51.7% | -57.4% | -23.3% |
| YTD | +27.6% | +60.0% | -32.4% | -1.6% |
| 1Y | +30.8% | +72.7% | -41.9% | -0.2% |
| All | +30.8% | +82.9% | -52.2% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling