+561.0%
ROKU vs SWK
-18.4%
+579.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +1.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +1.5% | -8.9% | +10.4% | +6.4% |
| 3M | +25.7% | +20.5% | +5.2% | +12.5% |
| 6M | +54.5% | +27.1% | +27.4% | +33.2% |
| YTD | +43.2% | +30.2% | +13.0% | +20.8% |
| 1Y | +56.3% | +24.8% | +31.5% | +33.7% |
| 3Y | +86.1% | +16.3% | +69.8% | +60.1% |
| 5Y | -53.6% | -40.1% | -13.5% | -47.2% |
| All | +561.0% | -18.4% | +579.4% | +517.8% |
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