+85.2%
SWK vs RUN
-53.7%
+138.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.3% | +11.8% | +12.8% |
| 7D | +17.9% | +18.5% | -0.6% | +13.9% |
| 30D | +31.9% | +15.5% | +16.4% | +27.8% |
| 3M | +16.6% | -20.3% | +36.9% | +20.7% |
| 6M | +61.1% | -30.8% | +91.9% | +69.9% |
| YTD | +64.2% | -52.2% | +116.4% | +76.8% |
| 1Y | +85.2% | -53.9% | +139.1% | +99.2% |
| All | +85.2% | -53.7% | +138.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling