+124.1%
SRE vs SWK
+21.9%
+102.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -5.6% | -2.3% | -3.4% | -5.1% |
| 30D | -4.5% | +30.4% | -34.9% | -10.6% |
| 3M | -7.7% | +12.1% | -19.9% | -10.6% |
| 6M | -14.4% | +49.1% | -63.5% | -23.0% |
| YTD | -9.4% | +60.4% | -69.8% | -20.6% |
| 1Y | -13.8% | +78.3% | -92.2% | -26.6% |
| 3Y | +22.2% | +53.3% | -31.1% | +4.0% |
| 5Y | +50.5% | -27.0% | +77.4% | +54.7% |
| 10Y | +124.1% | +20.8% | +103.3% | +83.0% |
| All | +124.1% | +21.9% | +102.2% | +83.0% |
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