-78.9%
SE vs SWK
-25.4%
-53.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -4.4% |
| 7D | -1.2% | +11.3% | -12.5% | -6.4% |
| 30D | -21.7% | +28.1% | -49.7% | -30.9% |
| 3M | -34.2% | +12.6% | -46.8% | -38.2% |
| 6M | -10.5% | +51.7% | -62.2% | -28.3% |
| YTD | -40.7% | +60.0% | -100.7% | -54.4% |
| 1Y | -52.1% | +72.7% | -124.7% | -64.8% |
| 3Y | +68.9% | +46.3% | +22.5% | +22.2% |
| 5Y | -78.9% | -24.6% | -54.2% | -77.2% |
| All | -78.9% | -25.4% | -53.4% | -77.2% |
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 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