+418.9%
EME vs SWK
-30.7%
+449.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +8.4% | -1.4% | +9.7% | +8.8% |
| 30D | -11.5% | +25.5% | -36.9% | -18.2% |
| 3M | -20.6% | +11.8% | -32.4% | -24.0% |
| 6M | -28.5% | +48.7% | -77.2% | -37.6% |
| YTD | +8.0% | +57.2% | -49.2% | -8.0% |
| 1Y | +6.8% | +75.3% | -68.5% | -12.3% |
| 3Y | +213.9% | +51.9% | +162.0% | +157.0% |
| All | +418.9% | -30.7% | +449.6% | +473.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling