+248.5%
SU vs SWK
+0.7%
+247.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +13.7% | -8.9% | +22.6% | +17.0% |
| 3M | +8.0% | +20.5% | -12.5% | +0.1% |
| 6M | +21.0% | +27.1% | -6.1% | +8.6% |
| YTD | +56.2% | +30.2% | +26.1% | +38.1% |
| 1Y | +72.2% | +24.8% | +47.4% | +53.5% |
| 3Y | +118.1% | +16.3% | +101.8% | +88.8% |
| 5Y | +350.3% | -40.1% | +390.4% | +403.2% |
| 10Y | +248.5% | +0.8% | +247.7% | +201.4% |
| All | +248.5% | +0.7% | +247.8% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling