+3.3%
SWK vs FIVE
+478.4%
-475.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -1.0% |
| 7D | -0.4% | +4.3% | -4.7% | -2.0% |
| 30D | -5.7% | +12.5% | -18.2% | -10.0% |
| 3M | +24.1% | +31.2% | -7.2% | +11.6% |
| 6M | +24.7% | +14.4% | +10.3% | +16.6% |
| YTD | +33.9% | +33.9% | +0.1% | +18.0% |
| 1Y | +34.7% | +65.1% | -30.4% | +9.4% |
| 3Y | +15.3% | +49.0% | -33.7% | -10.9% |
| 5Y | -39.3% | +30.3% | -69.6% | -52.7% |
| All | +3.3% | +478.4% | -475.2% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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