+182.5%
EQX vs SWK
+21.4%
+161.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -3.9% |
| 7D | -8.3% | -2.0% | -6.4% | -8.0% |
| 30D | -4.7% | +24.6% | -29.3% | -7.8% |
| 3M | -10.1% | +10.8% | -20.9% | -11.5% |
| 6M | -29.9% | +46.1% | -76.0% | -33.6% |
| YTD | -26.0% | +56.8% | -82.9% | -30.7% |
| 1Y | -21.0% | +72.7% | -93.7% | -26.8% |
| 3Y | +127.7% | +49.9% | +77.8% | +111.6% |
| 5Y | +22.0% | -30.9% | +52.9% | +15.9% |
| All | +182.5% | +21.4% | +161.2% | +161.6% |
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 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