+116.7%
SRE vs SWK
+32.9%
+83.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | +0.1% |
| 7D | -8.4% | +10.7% | -19.0% | -10.8% |
| 30D | -3.2% | +33.3% | -36.5% | -9.8% |
| 3M | -5.3% | +14.7% | -20.0% | -8.7% |
| 6M | -12.6% | +48.5% | -61.1% | -21.3% |
| YTD | -8.8% | +63.9% | -72.6% | -20.4% |
| 1Y | -13.4% | +80.4% | -93.8% | -26.4% |
| 3Y | +24.4% | +58.1% | -33.7% | +5.2% |
| 5Y | +47.3% | -24.5% | +71.8% | +50.1% |
| 10Y | +116.7% | +29.5% | +87.2% | +81.1% |
| All | +116.7% | +32.9% | +83.8% | +81.1% |
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