+210.8%
SU vs SWK
-23.3%
+234.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.2% |
| 7D | -10.6% | +10.7% | -21.3% | -11.8% |
| 30D | -6.6% | +33.3% | -40.0% | -10.1% |
| 3M | +12.9% | +14.7% | -1.7% | +10.8% |
| 6M | +6.7% | +48.5% | -41.8% | +0.4% |
| YTD | +55.2% | +63.9% | -8.7% | +42.4% |
| 1Y | +61.5% | +80.4% | -18.9% | +45.3% |
| 3Y | +128.7% | +58.1% | +70.6% | +104.8% |
| 5Y | +210.8% | -24.5% | +235.3% | +192.7% |
| All | +210.8% | -23.3% | +234.1% | +192.7% |
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