+271.2%
EMR vs SWK
+2.4%
+268.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -5.6% | -5.7% | +0.1% | -2.8% |
| 3M | +7.9% | +24.1% | -16.1% | -3.4% |
| 6M | +6.0% | +24.7% | -18.7% | -5.6% |
| YTD | +16.4% | +33.9% | -17.5% | 0.0% |
| 1Y | +16.6% | +34.7% | -18.1% | -1.0% |
| 3Y | +62.9% | +15.3% | +47.6% | +41.8% |
| 5Y | +60.1% | -39.3% | +99.4% | +89.8% |
| All | +271.2% | +2.4% | +268.8% | +192.5% |
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