+226.2%
SU vs SWK
-30.7%
+256.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.7% | -1.4% | +3.1% | +1.9% |
| 30D | -7.9% | +25.5% | -33.3% | -10.7% |
| 3M | +7.5% | +11.8% | -4.2% | +5.8% |
| 6M | +7.2% | +48.7% | -41.5% | +0.6% |
| YTD | +60.9% | +57.2% | +3.7% | +48.3% |
| 1Y | +63.6% | +75.3% | -11.6% | +47.4% |
| 3Y | +128.9% | +51.9% | +76.9% | +105.7% |
| All | +226.2% | -30.7% | +256.9% | +218.4% |
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 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