+43.6%
EQIX vs SWK
+15.2%
+28.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -1.4% | -5.7% | +4.3% | -0.5% |
| 3M | -4.4% | +24.1% | -28.5% | -8.2% |
| 6M | +7.9% | +24.7% | -16.8% | +3.2% |
| YTD | +37.3% | +33.9% | +3.3% | +29.1% |
| 1Y | +37.8% | +34.7% | +3.1% | +29.1% |
| All | +43.6% | +15.2% | +28.5% | +36.6% |
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