+123.2%
INFY vs SWK
+32.9%
+90.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.7% |
| 7D | -1.1% | +10.7% | -11.8% | -4.1% |
| 30D | +15.5% | +33.3% | -17.9% | +6.5% |
| 3M | -1.1% | +14.7% | -15.8% | -5.1% |
| 6M | -1.3% | +48.5% | -49.9% | -12.4% |
| YTD | -29.0% | +63.9% | -92.9% | -39.2% |
| 1Y | -23.3% | +80.4% | -103.7% | -36.3% |
| 3Y | -17.8% | +58.1% | -75.9% | -32.1% |
| 5Y | -39.4% | -24.5% | -14.9% | -38.2% |
| 10Y | +123.2% | +29.5% | +93.7% | +75.1% |
| All | +123.2% | +32.9% | +90.3% | +75.1% |
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