+17.0%
EIX vs SWK
-25.5%
+42.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +1.0% | +11.3% | -10.3% | -1.3% |
| 30D | +8.9% | +31.5% | -22.6% | +2.9% |
| 3M | -9.8% | +14.4% | -24.2% | -12.4% |
| 6M | -10.2% | +46.4% | -56.6% | -17.4% |
| YTD | +5.9% | +61.6% | -55.6% | -5.0% |
| 1Y | +10.9% | +78.7% | -67.8% | -2.7% |
| 3Y | +10.2% | +54.4% | -44.2% | -2.9% |
| 5Y | +17.0% | -25.3% | +42.3% | +7.2% |
| All | +17.0% | -25.5% | +42.5% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling