+109.3%
INTC vs SWK
+32.9%
+76.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.2% |
| 7D | -1.0% | +10.7% | -11.7% | -5.9% |
| 30D | -43.3% | +33.3% | -76.6% | -50.8% |
| 3M | -41.6% | +14.7% | -56.3% | -45.8% |
| 6M | -52.5% | +48.5% | -101.0% | -60.8% |
| YTD | +60.9% | +63.9% | -3.0% | +26.0% |
| 1Y | +55.7% | +80.4% | -24.7% | +16.5% |
| 3Y | +59.2% | +58.1% | +1.0% | +21.1% |
| 5Y | +25.0% | -24.5% | +49.5% | +26.1% |
| 10Y | +109.3% | +29.5% | +79.8% | +70.8% |
| All | +109.3% | +32.9% | +76.4% | +70.8% |
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