+55.7%
SWK vs XLRE
+117.2%
-61.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.4% | +1.5% |
| 7D | +10.7% | +2.3% | +8.4% | +8.7% |
| 30D | +33.3% | +7.3% | +26.1% | +25.3% |
| 3M | +14.7% | +0.1% | +14.6% | +14.8% |
| 6M | +48.5% | +2.3% | +46.3% | +45.3% |
| YTD | +63.9% | +13.3% | +50.6% | +46.0% |
| 1Y | +80.4% | +12.0% | +68.4% | +62.5% |
| 3Y | +58.1% | +45.5% | +12.7% | +13.7% |
| 5Y | -24.5% | +9.3% | -33.8% | -30.5% |
| 10Y | +29.5% | +110.1% | -80.6% | -26.3% |
| All | +55.7% | +117.2% | -61.5% | -13.9% |
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