+27.0%
EEM vs SWK
-25.2%
+52.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.6% | -3.2% | -5.2% |
| 7D | -7.4% | +11.3% | -18.7% | -9.9% |
| 30D | -15.0% | +28.1% | -43.1% | -20.0% |
| 3M | -11.7% | +12.6% | -24.3% | -14.4% |
| 6M | -10.8% | +51.7% | -62.5% | -19.5% |
| YTD | +6.7% | +60.0% | -53.3% | -5.4% |
| 1Y | +7.4% | +72.7% | -65.3% | -6.4% |
| 3Y | +62.1% | +46.3% | +15.8% | +42.0% |
| All | +27.0% | -25.2% | +52.2% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling