+121.0%
SRE vs SWK
+26.9%
+94.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -8.2% | +11.3% | -19.5% | -10.7% |
| 30D | -3.6% | +31.5% | -35.1% | -10.0% |
| 3M | -6.3% | +14.4% | -20.7% | -9.6% |
| 6M | -13.0% | +46.4% | -59.5% | -21.5% |
| YTD | -9.2% | +61.6% | -70.8% | -20.6% |
| 1Y | -13.1% | +78.7% | -91.9% | -26.1% |
| 3Y | +22.4% | +54.4% | -32.0% | +4.0% |
| 5Y | +47.1% | -25.3% | +72.4% | +50.3% |
| 10Y | +121.0% | +22.4% | +98.6% | +79.8% |
| All | +121.0% | +26.9% | +94.1% | +79.8% |
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