-9.3%
EFX vs SWK
+73.5%
-82.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.2% |
| 7D | -3.6% | -2.0% | -1.7% | -3.1% |
| 30D | +25.3% | +24.6% | +0.7% | +17.0% |
| 3M | +3.8% | +10.8% | -7.0% | -0.3% |
| 6M | +12.7% | +46.1% | -33.4% | +0.8% |
| YTD | -13.1% | +56.8% | -70.0% | -22.6% |
| 1Y | -9.3% | +72.7% | -82.1% | -22.5% |
| All | -9.3% | +73.5% | -82.8% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling