+48.4%
IR vs SWK
-38.7%
+87.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | -2.8% | -0.4% | -2.4% | -2.6% |
| 30D | -15.1% | -5.7% | -9.4% | -12.8% |
| 3M | +6.1% | +24.1% | -18.0% | -4.5% |
| 6M | -16.8% | +24.7% | -41.5% | -25.4% |
| YTD | -3.5% | +33.9% | -37.5% | -16.3% |
| 1Y | -3.5% | +34.7% | -38.2% | -16.8% |
| 3Y | +9.5% | +15.3% | -5.8% | -3.0% |
| All | +48.4% | -38.7% | +87.1% | +67.5% |
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