+48.7%
SRE vs SWK
-38.7%
+87.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | -0.7% | -5.7% | +5.0% | +0.1% |
| 3M | -6.3% | +24.1% | -30.4% | -9.8% |
| 6M | -10.7% | +24.7% | -35.4% | -14.3% |
| YTD | -3.5% | +33.9% | -37.4% | -8.7% |
| 1Y | +5.3% | +34.7% | -29.4% | -0.8% |
| 3Y | +31.8% | +15.3% | +16.5% | +24.0% |
| All | +48.7% | -38.7% | +87.4% | +50.1% |
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 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