+53.3%
EQX vs SWK
-23.3%
+76.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +4.3% |
| 7D | +19.9% | +10.7% | +9.3% | +17.3% |
| 30D | +5.9% | +33.3% | -27.5% | -0.7% |
| 3M | +4.6% | +14.7% | -10.1% | +1.4% |
| 6M | -15.1% | +48.5% | -63.6% | -21.9% |
| YTD | -13.5% | +63.9% | -77.4% | -22.2% |
| 1Y | +3.7% | +80.4% | -76.7% | -8.2% |
| 3Y | +164.5% | +58.1% | +106.4% | +134.3% |
| 5Y | +53.3% | -24.5% | +77.8% | +32.9% |
| All | +53.3% | -23.3% | +76.6% | +32.9% |
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