-24.6%
SWK vs SUI
-25.7%
+1.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.0% |
| 7D | +11.3% | +8.8% | +2.5% | +6.7% |
| 30D | +28.1% | +8.9% | +19.2% | +22.5% |
| 3M | +12.6% | +2.0% | +10.6% | +11.2% |
| 6M | +51.7% | -0.6% | +52.4% | +51.2% |
| YTD | +60.0% | +1.3% | +58.6% | +57.6% |
| 1Y | +72.7% | +1.3% | +71.4% | +70.1% |
| 3Y | +46.3% | +16.3% | +30.0% | +30.9% |
| 5Y | -24.6% | -25.1% | +0.4% | -13.7% |
| All | -24.6% | -25.7% | +1.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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