+77.3%
EQX vs SWK
-38.5%
+115.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.8% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +9.4% | -8.9% | +18.3% | +11.5% |
| 3M | +16.8% | +20.5% | -3.7% | +12.7% |
| 6M | -23.7% | +27.1% | -50.8% | -27.2% |
| YTD | -9.6% | +30.2% | -39.8% | -14.3% |
| 1Y | +29.1% | +24.8% | +4.4% | +23.0% |
| 3Y | +175.3% | +16.3% | +159.0% | +161.1% |
| 5Y | +77.3% | -40.1% | +117.4% | +58.4% |
| All | +77.3% | -38.5% | +115.7% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling