+365.7%
SE vs SWK
-6.2%
+371.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.0% | +11.0% | -9.0% | -2.8% |
| 30D | -20.0% | +30.1% | -50.1% | -29.1% |
| 3M | -31.8% | +14.7% | -46.4% | -36.1% |
| 6M | -15.9% | +44.5% | -60.4% | -29.6% |
| YTD | -40.6% | +59.4% | -100.0% | -53.0% |
| 1Y | -50.7% | +77.5% | -128.2% | -63.0% |
| 3Y | +70.3% | +49.5% | +20.8% | +28.5% |
| 5Y | -78.8% | -24.9% | -53.9% | -78.6% |
| All | +365.7% | -6.2% | +371.9% | +291.2% |
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 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