+342.0%
SU vs SWK
-38.7%
+380.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +3.6% | -0.4% | +4.0% | +3.6% |
| 30D | +7.9% | -5.7% | +13.6% | +8.6% |
| 3M | +3.5% | +24.1% | -20.6% | -0.2% |
| 6M | +19.0% | +24.7% | -5.7% | +14.2% |
| YTD | +55.0% | +33.9% | +21.0% | +46.3% |
| 1Y | +71.2% | +34.7% | +36.5% | +60.9% |
| 3Y | +117.4% | +15.3% | +102.2% | +104.4% |
| All | +342.0% | -38.7% | +380.7% | +325.8% |
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