+877.5%
EME vs SWK
+18.1%
+859.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +8.4% | -1.4% | +9.7% | +9.0% |
| 30D | -11.5% | +25.5% | -36.9% | -20.4% |
| 3M | -20.6% | +11.8% | -32.4% | -25.2% |
| 6M | -28.5% | +48.7% | -77.2% | -40.4% |
| YTD | +8.0% | +57.2% | -49.2% | -13.0% |
| 1Y | +6.8% | +75.3% | -68.5% | -18.1% |
| 3Y | +213.9% | +51.9% | +162.0% | +140.5% |
| 5Y | +414.8% | -30.7% | +445.5% | +457.5% |
| All | +877.5% | +18.1% | +859.4% | +606.9% |
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