+24.4%
SRE vs SWK
+53.9%
-29.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | +0.4% |
| 7D | -8.4% | +10.7% | -19.0% | -9.7% |
| 30D | -3.2% | +33.3% | -36.5% | -7.1% |
| 3M | -5.3% | +14.7% | -20.0% | -7.3% |
| 6M | -12.6% | +48.5% | -61.1% | -18.0% |
| YTD | -8.8% | +63.9% | -72.6% | -16.1% |
| 1Y | -13.4% | +80.4% | -93.8% | -21.8% |
| 3Y | +24.4% | +58.1% | -33.7% | +6.6% |
| All | +24.4% | +53.9% | -29.5% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling