+1,507.7%
SRE vs SWK
+396.3%
+1,111.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -0.7% | -5.7% | +5.0% | +0.6% |
| 3M | -6.3% | +24.1% | -30.4% | -11.8% |
| 6M | -10.7% | +24.7% | -35.4% | -16.5% |
| YTD | -3.5% | +33.9% | -37.4% | -11.6% |
| 1Y | +5.3% | +34.7% | -29.4% | -4.2% |
| 3Y | +31.8% | +15.3% | +16.5% | +20.5% |
| 5Y | +47.4% | -39.3% | +86.6% | +54.8% |
| 10Y | +120.6% | +2.5% | +118.1% | +89.6% |
| All | +1,507.7% | +396.3% | +1,111.4% | +778.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling