+17.0%
EIX vs SWK
+2.4%
+14.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -19.1% | -0.4% | -18.6% | -19.0% |
| 30D | -16.9% | -5.7% | -11.2% | -15.6% |
| 3M | -20.0% | +24.1% | -44.1% | -25.0% |
| 6M | -21.3% | +24.7% | -46.0% | -26.7% |
| YTD | -1.7% | +33.9% | -35.7% | -10.5% |
| 1Y | +9.6% | +34.7% | -25.1% | -0.8% |
| 3Y | -3.7% | +15.3% | -18.9% | -11.9% |
| 5Y | +22.6% | -39.3% | +61.9% | +32.2% |
| All | +17.0% | +2.4% | +14.6% | -1.0% |
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 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