+5,976.4%
SO vs SWK
+1,275.2%
+4,701.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -0.2% | -0.4% | +0.3% | -0.1% |
| 30D | -4.6% | -5.7% | +1.1% | -3.8% |
| 3M | -3.0% | +24.1% | -27.1% | -6.4% |
| 6M | -8.3% | +24.7% | -33.0% | -11.8% |
| YTD | +3.5% | +33.9% | -30.4% | -1.7% |
| 1Y | -0.9% | +34.7% | -35.6% | -6.3% |
| 3Y | +45.4% | +15.3% | +30.1% | +37.7% |
| 5Y | +59.6% | -39.3% | +98.9% | +64.0% |
| 10Y | +156.6% | +2.5% | +154.1% | +133.8% |
| All | +5,976.4% | +1,275.2% | +4,701.2% | +3,359.2% |
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