The main piece of evidence is that "Sweden’s central bank expects its economy to contract by 4.5 percent this year, a revision from a previously expected gain of 1.3 percent." Economic forecasts are ridiculously unreliable. In the US, economists forecast (on average) that 8 million jobs would be lost in May. Instead there was a 2.5 million gain in jobs. Not a single economist surveyed by Bloomberg though there would be any gain at all (https://www.bloomberg.com/opinion/articles/2020-06-06/may-jo...). The hard data we have on GDP so far: Sweden's GDP grew by 0.1% in Q1 2020 (0.4% annualized), Germany and the UK's GDP fell.
The other evidence is that unemployment has risen in Sweden and spending in Denmark has only fallen 4 percentage points more than Sweden. But Denmark has propped up employment by "covering 75 to 90 percent of all worker salaries over the next three months, provided that companies refrain from layoffs."(https://www.nytimes.com/2020/03/28/business/nordic-way-econo...). And from the numbers in the article, Denmark's unemployment rate has still risen proportionally more. Granted, Sweden has very generous unemployment benefits, but I'm not aware of a similar layoff prevention program.