-36.7%
SWK vs SUI
-32.0%
-4.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -0.4% | -2.8% | +2.4% | +1.0% |
| 30D | -5.7% | -1.2% | -4.5% | -5.2% |
| 3M | +24.1% | -1.7% | +25.8% | +24.5% |
| 6M | +24.7% | -10.5% | +35.2% | +31.5% |
| YTD | +33.9% | -1.8% | +35.8% | +34.3% |
| 1Y | +34.7% | -4.1% | +38.8% | +36.5% |
| 3Y | +15.3% | +11.3% | +4.0% | +5.4% |
| All | -36.7% | -32.0% | -4.7% | -24.6% |
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