+190.6%
EME vs SWK
+46.0%
+144.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -10.5% | +11.0% | -21.5% | -13.4% |
| 30D | -22.4% | +30.1% | -52.5% | -28.6% |
| 3M | -24.7% | +14.7% | -39.4% | -28.1% |
| 6M | -35.5% | +44.5% | -80.0% | -42.6% |
| YTD | -0.3% | +59.4% | -59.7% | -14.5% |
| 1Y | -6.7% | +77.5% | -84.3% | -22.4% |
| 3Y | +190.6% | +49.5% | +141.2% | +136.1% |
| All | +190.6% | +46.0% | +144.7% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling