+1,135.8%
SCHG vs SWK
+187.2%
+948.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -0.7% | -0.4% | -0.2% | -0.6% |
| 30D | +0.2% | -5.7% | +5.9% | +2.3% |
| 3M | +2.2% | +24.1% | -21.8% | -6.1% |
| 6M | +15.0% | +24.7% | -9.7% | +4.7% |
| YTD | +9.2% | +33.9% | -24.8% | -3.9% |
| 1Y | +15.7% | +34.7% | -19.0% | +0.9% |
| 3Y | +87.3% | +15.3% | +72.0% | +64.7% |
| 5Y | +84.5% | -39.3% | +123.7% | +102.8% |
| 10Y | +448.7% | +2.5% | +446.2% | +339.3% |
| All | +1,135.8% | +187.2% | +948.6% | +479.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling