-72.0%
S vs SWK
-38.7%
-33.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -7.7% | -0.4% | -7.3% | -7.6% |
| 30D | -5.3% | -5.7% | +0.4% | -2.9% |
| 3M | +20.3% | +24.1% | -3.8% | +8.3% |
| 6M | +47.4% | +24.7% | +22.7% | +30.6% |
| YTD | +32.5% | +33.9% | -1.4% | +12.5% |
| 1Y | +9.5% | +34.7% | -25.1% | -7.8% |
| 3Y | +15.5% | +15.3% | +0.2% | -0.5% |
| All | -72.0% | -38.7% | -33.3% | -67.1% |
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