+250.9%
EQIX vs SWK
+29.6%
+221.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -0.1% | +11.0% | -11.1% | -2.6% |
| 30D | -1.8% | +30.1% | -31.9% | -7.7% |
| 3M | -3.4% | +14.7% | -18.0% | -6.6% |
| 6M | -6.0% | +44.5% | -50.5% | -14.2% |
| YTD | +34.2% | +59.4% | -25.2% | +18.8% |
| 1Y | +26.2% | +77.5% | -51.3% | +8.7% |
| 3Y | +41.7% | +49.5% | -7.8% | +22.9% |
| 5Y | +43.1% | -24.9% | +68.0% | +42.2% |
| All | +250.9% | +29.6% | +221.3% | +207.8% |
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