+928.3%
EME vs SWK
+21.9%
+906.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.6% |
| 7D | +4.3% | -2.3% | +6.6% | +5.4% |
| 30D | -14.4% | +30.4% | -44.8% | -24.2% |
| 3M | -18.3% | +12.1% | -30.5% | -23.1% |
| 6M | -28.3% | +49.1% | -77.4% | -40.3% |
| YTD | +9.2% | +60.4% | -51.2% | -12.6% |
| 1Y | +4.3% | +78.3% | -74.1% | -20.4% |
| 3Y | +218.6% | +53.3% | +165.3% | +143.7% |
| 5Y | +421.0% | -27.0% | +448.0% | +449.5% |
| 10Y | +928.3% | +20.8% | +907.5% | +680.0% |
| All | +928.3% | +21.9% | +906.5% | +680.0% |
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