+542.0%
SEI vs SWK
-9.8%
+551.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.6% | +3.0% |
| 7D | +10.2% | -0.4% | +10.7% | +10.5% |
| 30D | -1.0% | -5.7% | +4.7% | +1.6% |
| 3M | -27.9% | +24.1% | -52.0% | -35.1% |
| 6M | +10.4% | +24.7% | -14.3% | -1.6% |
| YTD | +20.1% | +33.9% | -13.8% | +2.7% |
| 1Y | +109.7% | +34.7% | +75.0% | +77.5% |
| 3Y | +458.6% | +15.3% | +443.4% | +381.0% |
| 5Y | +775.3% | -39.3% | +814.6% | +909.5% |
| All | +542.0% | -9.8% | +551.8% | +467.1% |
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