-36.7%
SWK vs MKTX
-63.2%
+26.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | +0.4% | -0.9% | -0.5% |
| 30D | -5.7% | +1.1% | -6.8% | -5.9% |
| 3M | +24.1% | +36.1% | -12.0% | +17.6% |
| 6M | +24.7% | -12.9% | +37.6% | +27.7% |
| YTD | +33.9% | -8.5% | +42.5% | +35.7% |
| 1Y | +34.7% | -7.5% | +42.2% | +36.0% |
| 3Y | +15.3% | -28.3% | +43.6% | +19.4% |
| All | -36.7% | -63.2% | +26.5% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling