+64.4%
EEM vs SWK
+46.0%
+18.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -2.8% | +11.0% | -13.8% | -5.3% |
| 30D | -11.9% | +30.1% | -42.0% | -17.5% |
| 3M | -8.8% | +14.7% | -23.4% | -11.9% |
| 6M | -11.6% | +44.5% | -56.1% | -19.5% |
| YTD | +9.0% | +59.4% | -50.4% | -3.3% |
| 1Y | +10.6% | +77.5% | -67.0% | -4.2% |
| 3Y | +64.4% | +49.5% | +14.9% | +41.0% |
| All | +64.4% | +46.0% | +18.4% | +41.0% |
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