+0.8%
SWK vs MKTX
+6.7%
-5.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -8.9% | +1.0% | -9.9% | -9.1% |
| 3M | +20.5% | +41.3% | -20.8% | +10.5% |
| 6M | +27.1% | -11.3% | +38.4% | +29.5% |
| YTD | +30.2% | -8.6% | +38.7% | +31.5% |
| 1Y | +24.8% | -11.1% | +35.8% | +26.6% |
| 3Y | +16.3% | -24.5% | +40.8% | +19.1% |
| 5Y | -40.1% | -61.4% | +21.3% | -28.0% |
| 10Y | +0.8% | +6.8% | -6.1% | -10.3% |
| All | +0.8% | +6.7% | -5.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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