+51.4%
SWK vs XLRE
+114.1%
-62.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.3% |
| 7D | +11.0% | +1.9% | +9.1% | +9.4% |
| 30D | +30.1% | +8.5% | +21.6% | +20.9% |
| 3M | +14.7% | -1.0% | +15.6% | +15.9% |
| 6M | +44.5% | 0.0% | +44.5% | +44.2% |
| YTD | +59.4% | +11.7% | +47.7% | +43.9% |
| 1Y | +77.5% | +11.8% | +65.7% | +60.1% |
| 3Y | +49.5% | +40.8% | +8.6% | +10.7% |
| 5Y | -24.9% | +8.2% | -33.1% | -30.2% |
| 10Y | +31.8% | +107.4% | -75.7% | -24.1% |
| All | +51.4% | +114.1% | -62.7% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling