-27.0%
SWK vs XHB
+33.4%
-60.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.3% | -4.1% | +1.8% | +1.9% |
| 30D | +30.4% | +9.6% | +20.8% | +19.0% |
| 3M | +12.1% | -6.0% | +18.1% | +19.4% |
| 6M | +49.1% | +2.2% | +46.9% | +45.8% |
| YTD | +60.4% | +1.1% | +59.3% | +59.1% |
| 1Y | +78.3% | -1.7% | +80.0% | +82.3% |
| 3Y | +53.3% | +36.5% | +16.8% | +16.0% |
| 5Y | -27.0% | +33.5% | -60.4% | -45.5% |
| All | -27.0% | +33.4% | -60.4% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling