+105.9%
SRE vs SWK
+29.6%
+76.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -9.2% | +11.0% | -20.2% | -11.6% |
| 30D | -1.9% | +30.1% | -32.0% | -8.1% |
| 3M | -6.5% | +14.7% | -21.2% | -9.9% |
| 6M | -15.2% | +44.5% | -59.7% | -23.2% |
| YTD | -9.5% | +59.4% | -68.8% | -20.5% |
| 1Y | -13.2% | +77.5% | -90.7% | -25.9% |
| 3Y | +19.5% | +49.5% | -30.0% | +2.5% |
| 5Y | +43.6% | -24.9% | +68.5% | +46.0% |
| All | +105.9% | +29.6% | +76.3% | +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 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