+393.2%
SE vs SWK
-3.4%
+396.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +13.1% | -8.6% | -1.3% |
| 7D | +6.7% | +17.9% | -11.2% | -1.1% |
| 30D | -17.2% | +31.9% | -49.1% | -27.1% |
| 3M | -28.0% | +16.6% | -44.6% | -33.1% |
| 6M | -6.1% | +61.1% | -67.2% | -25.2% |
| YTD | -37.1% | +64.2% | -101.3% | -50.9% |
| 1Y | -48.8% | +85.2% | -134.0% | -62.4% |
| 3Y | +79.0% | +50.2% | +28.8% | +35.0% |
| 5Y | -77.5% | -22.8% | -54.7% | -77.5% |
| All | +393.2% | -3.4% | +396.5% | +308.6% |
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