-49.6%
S vs SWK
-31.8%
-17.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.6% | -6.2% | -7.7% |
| 7D | -16.7% | +11.3% | -27.9% | -20.7% |
| 30D | -17.0% | +28.1% | -45.1% | -25.7% |
| 3M | +2.0% | +12.6% | -10.6% | -3.8% |
| 6M | +35.1% | +51.7% | -16.7% | +10.5% |
| YTD | +42.8% | +60.0% | -17.2% | +11.9% |
| 1Y | +27.7% | +72.7% | -44.9% | -3.9% |
| 3Y | +33.0% | +46.3% | -13.3% | +2.4% |
| 5Y | -68.0% | -24.6% | -43.4% | -66.6% |
| All | -49.6% | -31.8% | -17.8% | -47.4% |
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 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