+49.5%
SWK vs MKTX
-22.1%
+71.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +11.0% | +0.2% | +10.9% | +11.0% |
| 30D | +30.1% | +0.9% | +29.2% | +30.0% |
| 3M | +14.7% | +2.3% | +12.3% | +14.5% |
| 6M | +44.5% | +12.4% | +32.1% | +43.8% |
| YTD | +59.4% | -7.3% | +66.7% | +60.5% |
| 1Y | +77.5% | +1.8% | +75.7% | +77.5% |
| 3Y | +49.5% | -21.2% | +70.6% | +60.7% |
| All | +49.5% | -22.1% | +71.6% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling