+45.6%
SRE vs SWK
-25.5%
+71.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -9.2% | +11.0% | -20.2% | -10.7% |
| 30D | -1.9% | +30.1% | -32.0% | -5.9% |
| 3M | -6.5% | +14.7% | -21.2% | -8.7% |
| 6M | -15.2% | +44.5% | -59.7% | -20.4% |
| YTD | -9.5% | +59.4% | -68.8% | -16.7% |
| 1Y | -13.2% | +77.5% | -90.7% | -21.7% |
| 3Y | +19.5% | +49.5% | -30.0% | +8.0% |
| All | +45.6% | -25.5% | +71.1% | +41.0% |
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 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