+175.2%
SO vs SWK
+29.6%
+145.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.5% | +11.0% | -12.5% | -3.3% |
| 30D | +8.1% | +30.1% | -22.0% | +3.2% |
| 3M | +0.2% | +14.7% | -14.4% | -2.3% |
| 6M | +0.4% | +44.5% | -44.1% | -6.3% |
| YTD | +8.5% | +59.4% | -50.9% | -1.0% |
| 1Y | +4.9% | +77.5% | -72.6% | -6.3% |
| 3Y | +47.9% | +49.5% | -1.6% | +32.3% |
| 5Y | +75.7% | -24.9% | +100.6% | +80.6% |
| All | +175.2% | +29.6% | +145.6% | +143.1% |
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 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