+51.6%
EQT vs SWK
-0.7%
+52.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.2% |
| 7D | -2.0% | -4.6% | +2.5% | -0.6% |
| 30D | +1.0% | -9.9% | +10.9% | +4.2% |
| 3M | +4.0% | +15.4% | -11.4% | -1.4% |
| 6M | -11.7% | +25.0% | -36.7% | -19.1% |
| YTD | +2.8% | +27.2% | -24.4% | -7.0% |
| 1Y | +10.0% | +24.6% | -14.6% | -0.5% |
| 3Y | +34.1% | +13.7% | +20.5% | +18.3% |
| 5Y | +195.3% | -41.5% | +236.8% | +230.4% |
| 10Y | +51.6% | +0.7% | +50.9% | +20.1% |
| All | +51.6% | -0.7% | +52.2% | +20.1% |
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