+44.1%
IR vs SWK
-25.5%
+69.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +3.7% | +11.0% | -7.4% | -1.8% |
| 30D | +7.4% | +30.1% | -22.6% | -5.7% |
| 3M | -5.9% | +14.7% | -20.6% | -12.5% |
| 6M | +5.6% | +44.5% | -38.9% | -12.2% |
| YTD | +4.8% | +59.4% | -54.5% | -16.8% |
| 1Y | +6.9% | +77.5% | -70.6% | -19.1% |
| 3Y | +27.6% | +49.5% | -21.9% | -0.4% |
| All | +44.1% | -25.5% | +69.6% | +49.4% |
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