+238.6%
P vs SWK
-25.5%
+264.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -23.8% | +11.0% | -34.8% | -26.8% |
| 30D | -36.6% | +30.1% | -66.7% | -42.6% |
| 3M | +10.9% | +14.7% | -3.8% | +4.9% |
| 6M | +30.0% | +44.5% | -14.5% | +12.7% |
| YTD | +44.4% | +59.4% | -15.0% | +19.6% |
| 1Y | +3.9% | +77.5% | -73.6% | -17.6% |
| 3Y | +176.6% | +49.5% | +127.1% | +121.3% |
| All | +238.6% | -25.5% | +264.1% | +258.0% |
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