+47.1%
SRE vs SWK
-25.5%
+72.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -8.2% | +11.3% | -19.5% | -9.7% |
| 30D | -3.6% | +31.5% | -35.1% | -7.7% |
| 3M | -6.3% | +14.4% | -20.7% | -8.4% |
| 6M | -13.0% | +46.4% | -59.5% | -18.5% |
| YTD | -9.2% | +61.6% | -70.8% | -16.6% |
| 1Y | -13.1% | +78.7% | -91.9% | -21.7% |
| 3Y | +22.4% | +54.4% | -32.0% | +10.0% |
| 5Y | +47.1% | -25.3% | +72.4% | +43.5% |
| All | +47.1% | -25.5% | +72.6% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling