-25.3%
SWK vs XLRE
+7.8%
-33.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.3% |
| 7D | +11.0% | +1.9% | +9.1% | +9.3% |
| 30D | +30.1% | +8.5% | +21.6% | +20.3% |
| 3M | +14.7% | -1.0% | +15.6% | +16.0% |
| 6M | +44.5% | 0.0% | +44.5% | +44.2% |
| YTD | +59.4% | +11.7% | +47.7% | +42.5% |
| 1Y | +77.5% | +11.8% | +65.7% | +58.6% |
| 3Y | +49.5% | +40.8% | +8.6% | +8.7% |
| All | -25.3% | +7.8% | -33.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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