+7.5%
EFX vs SWK
+46.0%
-38.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +2.7% | +11.0% | -8.3% | -1.6% |
| 30D | +33.1% | +30.1% | +3.1% | +20.5% |
| 3M | +8.2% | +14.7% | -6.5% | +2.4% |
| 6M | +10.2% | +44.5% | -34.3% | -4.9% |
| YTD | -11.8% | +59.4% | -71.2% | -27.4% |
| 1Y | -6.1% | +77.5% | -83.6% | -26.1% |
| 3Y | +7.5% | +49.5% | -42.0% | -15.0% |
| All | +7.5% | +46.0% | -38.5% | -15.0% |
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