+28.7%
SWK vs XME
+300.2%
-271.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.7% | -2.3% |
| 7D | +11.0% | -4.5% | +15.5% | +13.8% |
| 30D | +30.1% | -10.9% | +40.9% | +38.1% |
| 3M | +14.7% | -15.3% | +29.9% | +24.9% |
| 6M | +44.5% | -24.6% | +69.1% | +66.8% |
| YTD | +59.4% | -9.6% | +69.0% | +63.1% |
| 1Y | +77.5% | +2.9% | +74.6% | +67.4% |
| 3Y | +49.5% | +86.9% | -37.4% | -4.9% |
| 5Y | -24.9% | +115.2% | -140.1% | -58.2% |
| All | +28.7% | +300.2% | -271.4% | -57.7% |
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