+854.3%
EEM vs SWK
+743.7%
+110.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | +2.3% | -0.4% | +2.8% | +2.5% |
| 30D | +4.5% | -5.7% | +10.3% | +7.4% |
| 3M | -0.1% | +24.1% | -24.1% | -10.3% |
| 6M | +16.9% | +24.7% | -7.8% | +4.1% |
| YTD | +26.2% | +33.9% | -7.7% | +7.9% |
| 1Y | +40.5% | +34.7% | +5.8% | +18.6% |
| 3Y | +86.2% | +15.3% | +70.9% | +57.4% |
| 5Y | +45.5% | -39.3% | +84.7% | +61.1% |
| 10Y | +128.6% | +2.5% | +126.2% | +59.5% |
| All | +854.3% | +743.7% | +110.6% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling