+20.8%
SWK vs XME
+277.3%
-256.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | -2.3% | +1.5% | -3.8% | -3.3% |
| 30D | +30.4% | -7.3% | +37.7% | +35.4% |
| 3M | +12.1% | -17.4% | +29.6% | +24.1% |
| 6M | +49.1% | -21.8% | +70.9% | +68.7% |
| YTD | +60.4% | -6.0% | +66.4% | +60.4% |
| 1Y | +78.3% | +3.8% | +74.5% | +67.4% |
| 3Y | +53.3% | +100.0% | -46.7% | -6.5% |
| 5Y | -27.0% | +116.1% | -143.0% | -59.5% |
| 10Y | +20.8% | +280.6% | -259.8% | -61.2% |
| All | +20.8% | +277.3% | -256.5% | -61.2% |
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