+22.2%
SWK vs XME
+260.6%
-238.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | +25.5% | -6.1% | +31.6% | +29.4% |
| 3M | +11.8% | -18.6% | +30.4% | +24.7% |
| 6M | +48.7% | -23.9% | +72.6% | +70.9% |
| YTD | +57.2% | -9.3% | +66.5% | +60.5% |
| 1Y | +75.3% | +1.8% | +73.5% | +66.4% |
| 3Y | +51.9% | +93.0% | -41.1% | -5.6% |
| 5Y | -30.7% | +107.0% | -137.7% | -60.7% |
| All | +22.2% | +260.6% | -238.4% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling