-25.3%
SWK vs INDA
+10.4%
-35.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -2.0% |
| 7D | +11.3% | +6.2% | +5.1% | +5.4% |
| 30D | +31.5% | +12.4% | +19.1% | +18.2% |
| 3M | +14.4% | +3.2% | +11.3% | +11.3% |
| 6M | +46.4% | +3.8% | +42.7% | +41.9% |
| YTD | +61.6% | -4.3% | +65.9% | +68.1% |
| 1Y | +78.7% | -4.5% | +83.2% | +85.8% |
| 3Y | +54.4% | +17.1% | +37.3% | +31.2% |
| 5Y | -25.3% | +11.0% | -36.3% | -34.5% |
| All | -25.3% | +10.4% | -35.7% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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