+29.5%
SWK vs MKTX
+17.6%
+11.9%
-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 | +10.7% | +0.1% | +10.6% | +10.6% |
| 30D | +33.3% | +0.7% | +32.7% | +33.2% |
| 3M | +14.7% | +2.4% | +12.2% | +14.1% |
| 6M | +48.5% | +13.5% | +35.1% | +43.3% |
| YTD | +63.9% | -7.2% | +71.1% | +65.1% |
| 1Y | +80.4% | +1.0% | +79.5% | +77.7% |
| 3Y | +58.1% | -23.7% | +81.9% | +62.2% |
| 5Y | -24.5% | -54.4% | +29.9% | -13.4% |
| 10Y | +29.5% | +13.2% | +16.3% | +17.2% |
| All | +29.5% | +17.6% | +11.9% | +17.2% |
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