+1,086.6%
SCHG vs SWK
+251.4%
+835.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.8% |
| 7D | +0.3% | +10.7% | -10.4% | -3.6% |
| 30D | -7.2% | +33.3% | -40.6% | -16.8% |
| 3M | -4.7% | +14.7% | -19.3% | -9.9% |
| 6M | +0.1% | +48.5% | -48.4% | -14.5% |
| YTD | +4.8% | +63.9% | -59.1% | -14.7% |
| 1Y | +5.8% | +80.4% | -74.6% | -17.3% |
| 3Y | +82.5% | +58.1% | +24.4% | +42.0% |
| 5Y | +69.8% | -24.5% | +94.2% | +71.7% |
| 10Y | +432.6% | +29.5% | +403.1% | +288.4% |
| All | +1,086.6% | +251.4% | +835.1% | +414.2% |
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