+78.7%
SO vs SWK
-26.0%
+104.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.8% | -2.3% | +3.1% | +0.9% |
| 30D | +7.8% | +30.4% | -22.6% | +5.7% |
| 3M | +2.9% | +12.1% | -9.2% | +2.0% |
| 6M | +2.5% | +49.1% | -46.6% | -0.6% |
| YTD | +10.3% | +60.4% | -50.2% | +6.1% |
| 1Y | +6.4% | +78.3% | -72.0% | +1.4% |
| 3Y | +52.8% | +53.3% | -0.5% | +45.9% |
| 5Y | +78.7% | -27.0% | +105.6% | +78.1% |
| All | +78.7% | -26.0% | +104.7% | +78.1% |
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 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