+78.1%
EFX vs SWK
+26.9%
+51.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.5% |
| 7D | +0.3% | +11.3% | -11.0% | -4.1% |
| 30D | +29.1% | +31.5% | -2.3% | +16.1% |
| 3M | +4.3% | +14.4% | -10.2% | -1.3% |
| 6M | +7.7% | +46.4% | -38.7% | -7.8% |
| YTD | -12.5% | +61.6% | -74.0% | -28.7% |
| 1Y | -8.8% | +78.7% | -87.6% | -28.7% |
| 3Y | +4.3% | +54.4% | -50.1% | -16.6% |
| 5Y | -29.4% | -25.3% | -4.1% | -28.9% |
| 10Y | +78.1% | +22.4% | +55.7% | +43.1% |
| All | +78.1% | +26.9% | +51.2% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling