+623.6%
SEI vs SWK
+8.8%
+614.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -10.8% | +11.3% | -22.1% | -16.1% |
| 30D | -19.0% | +31.5% | -50.5% | -30.0% |
| 3M | +5.8% | +14.4% | -8.6% | -2.8% |
| 6M | -14.9% | +46.4% | -61.3% | -30.7% |
| YTD | +35.4% | +61.6% | -26.2% | +3.8% |
| 1Y | +23.9% | +78.7% | -54.9% | -9.5% |
| 3Y | +661.3% | +54.4% | +606.9% | +460.4% |
| 5Y | +822.2% | -25.3% | +847.5% | +844.5% |
| All | +623.6% | +8.8% | +614.8% | +472.9% |
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