+22.4%
SWK vs RUN
+94.0%
-71.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.6% | +9.2% | +0.4% |
| 7D | +11.3% | +0.3% | +11.0% | +10.9% |
| 30D | +31.5% | +14.0% | +17.5% | +27.9% |
| 3M | +14.4% | -11.8% | +26.2% | +16.0% |
| 6M | +46.4% | -40.4% | +86.8% | +57.5% |
| YTD | +61.6% | -52.7% | +114.2% | +76.1% |
| 1Y | +78.7% | -52.5% | +131.3% | +94.0% |
| 3Y | +54.4% | -7.7% | +62.1% | +25.0% |
| 5Y | -25.3% | -83.9% | +58.6% | -24.4% |
| 10Y | +22.4% | +84.9% | -62.5% | -34.2% |
| All | +22.4% | +94.0% | -71.6% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling