+1,249.3%
EME vs SWK
+3.3%
+1,246.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | -8.3% | -5.7% | -2.5% | -6.0% |
| 3M | -10.7% | +24.1% | -34.8% | -18.8% |
| 6M | +1.9% | +24.7% | -22.8% | -7.8% |
| YTD | +23.5% | +33.9% | -10.5% | +7.7% |
| 1Y | +18.0% | +34.7% | -16.7% | +2.0% |
| 3Y | +236.1% | +15.3% | +220.8% | +193.6% |
| 5Y | +527.9% | -39.3% | +567.2% | +623.0% |
| All | +1,249.3% | +3.3% | +1,246.0% | +1,024.6% |
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