+311.3%
EMR vs SWK
+29.6%
+281.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -1.6% | +11.0% | -12.6% | -6.9% |
| 30D | +2.0% | +30.1% | -28.1% | -11.0% |
| 3M | +3.8% | +14.7% | -10.8% | -3.7% |
| 6M | +10.5% | +44.5% | -34.0% | -8.9% |
| YTD | +23.7% | +59.4% | -35.7% | -3.2% |
| 1Y | +25.4% | +77.5% | -52.1% | -7.2% |
| 3Y | +86.6% | +49.5% | +37.1% | +42.0% |
| 5Y | +83.0% | -24.9% | +107.9% | +93.7% |
| All | +311.3% | +29.6% | +281.8% | +184.4% |
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