+98.7%
INTC vs SWK
+29.6%
+69.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.9% |
| 7D | -14.4% | +11.0% | -25.4% | -19.0% |
| 30D | -50.2% | +30.1% | -80.3% | -56.3% |
| 3M | -43.6% | +14.7% | -58.3% | -47.7% |
| 6M | -50.2% | +44.5% | -94.7% | -58.4% |
| YTD | +52.5% | +59.4% | -6.9% | +20.9% |
| 1Y | +51.1% | +77.5% | -26.4% | +13.8% |
| 3Y | +50.3% | +49.5% | +0.8% | +17.2% |
| 5Y | +19.2% | -24.9% | +44.1% | +20.4% |
| All | +98.7% | +29.6% | +69.2% | +64.3% |
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