-25.3%
SWK vs EFV
+92.6%
-117.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | +11.3% | +2.1% | +9.2% | +8.7% |
| 30D | +31.5% | +3.1% | +28.4% | +27.1% |
| 3M | +14.4% | -1.3% | +15.7% | +16.6% |
| 6M | +46.4% | +6.0% | +40.4% | +36.8% |
| YTD | +61.6% | +15.8% | +45.7% | +35.1% |
| 1Y | +78.7% | +21.1% | +57.6% | +41.7% |
| 3Y | +54.4% | +91.0% | -36.6% | -27.5% |
| 5Y | -25.3% | +94.3% | -119.6% | -66.0% |
| All | -25.3% | +92.6% | -117.9% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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