+708.4%
P vs SWK
+2.4%
+706.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +6.5% | -0.4% | +7.0% | +6.7% |
| 30D | +18.8% | -5.7% | +24.6% | +22.2% |
| 3M | +26.7% | +24.1% | +2.7% | +13.6% |
| 6M | +62.2% | +24.7% | +37.5% | +43.6% |
| YTD | +48.5% | +33.9% | +14.6% | +25.9% |
| 1Y | +26.4% | +34.7% | -8.3% | +5.7% |
| 3Y | +159.4% | +15.3% | +144.1% | +121.1% |
| 5Y | +275.8% | -39.3% | +315.1% | +342.9% |
| All | +708.4% | +2.4% | +706.0% | +526.7% |
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