-68.1%
SE vs SWK
-38.7%
-29.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -6.1% | -0.4% | -5.6% | -5.9% |
| 30D | -2.5% | -5.7% | +3.3% | +0.5% |
| 3M | +21.7% | +24.1% | -2.4% | +8.5% |
| 6M | +27.0% | +24.7% | +2.3% | +11.9% |
| YTD | -12.1% | +33.9% | -46.1% | -25.7% |
| 1Y | -40.9% | +34.7% | -75.6% | -50.8% |
| 3Y | +191.0% | +15.3% | +175.7% | +143.2% |
| All | -68.1% | -38.7% | -29.3% | -63.5% |
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