+934.4%
EME vs SWK
+29.6%
+904.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -10.5% | +11.0% | -21.5% | -15.1% |
| 30D | -22.4% | +30.1% | -52.5% | -31.3% |
| 3M | -24.7% | +14.7% | -39.4% | -29.8% |
| 6M | -35.5% | +44.5% | -80.0% | -45.6% |
| YTD | -0.3% | +59.4% | -59.7% | -20.1% |
| 1Y | -6.7% | +77.5% | -84.3% | -28.8% |
| 3Y | +190.6% | +49.5% | +141.2% | +124.6% |
| 5Y | +367.3% | -24.9% | +392.2% | +384.9% |
| All | +934.4% | +29.6% | +904.9% | +670.2% |
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 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