+164.9%
ASML vs SWK
+15.2%
+149.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +1.1% | -0.4% | +1.6% | +1.3% |
| 30D | +2.2% | -5.7% | +7.9% | +4.9% |
| 3M | -2.3% | +24.1% | -26.4% | -11.6% |
| 6M | +23.0% | +24.7% | -1.7% | +10.7% |
| YTD | +61.1% | +33.9% | +27.1% | +39.6% |
| 1Y | +129.1% | +34.7% | +94.4% | +97.1% |
| All | +164.9% | +15.2% | +149.8% | +127.0% |
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