+202.8%
TER vs SWK
-38.7%
+241.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.0% |
| 7D | +0.6% | -0.4% | +1.1% | +0.9% |
| 30D | -8.3% | -5.7% | -2.6% | -5.2% |
| 3M | -12.2% | +24.1% | -36.3% | -22.3% |
| 6M | +17.1% | +24.7% | -7.6% | +3.8% |
| YTD | +84.7% | +33.9% | +50.7% | +57.0% |
| 1Y | +199.9% | +34.7% | +165.2% | +152.2% |
| 3Y | +232.8% | +15.3% | +217.5% | +190.3% |
| All | +202.8% | -38.7% | +241.6% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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