+58.1%
SWK vs XHB
+41.0%
+17.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | -1.1% |
| 7D | +10.7% | +1.3% | +9.4% | +9.4% |
| 30D | +33.3% | +11.8% | +21.5% | +18.3% |
| 3M | +14.7% | -3.8% | +18.5% | +19.6% |
| 6M | +48.5% | +4.1% | +44.4% | +42.1% |
| YTD | +63.9% | +4.0% | +59.9% | +57.3% |
| 1Y | +80.4% | +1.6% | +78.8% | +77.7% |
| 3Y | +58.1% | +43.2% | +15.0% | +7.6% |
| All | +58.1% | +41.0% | +17.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling