+59.7%
EQT vs SWK
+22.7%
+37.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.6% |
| 7D | -3.8% | +11.3% | -15.1% | -7.2% |
| 30D | -1.3% | +31.5% | -32.7% | -9.6% |
| 3M | -3.5% | +14.4% | -18.0% | -8.0% |
| 6M | -6.5% | +46.4% | -52.9% | -18.1% |
| YTD | -1.8% | +61.6% | -63.4% | -17.9% |
| 1Y | -10.7% | +78.7% | -89.5% | -28.1% |
| 3Y | +38.5% | +54.4% | -15.9% | +10.2% |
| 5Y | +185.2% | -25.3% | +210.5% | +194.5% |
| All | +59.7% | +22.7% | +37.0% | +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