+58.1%
SWK vs XME
+101.1%
-42.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +0.1% |
| 7D | +10.7% | +0.9% | +9.7% | +10.0% |
| 30D | +33.3% | -7.3% | +40.6% | +37.9% |
| 3M | +14.7% | -14.8% | +29.4% | +23.4% |
| 6M | +48.5% | -18.4% | +66.9% | +62.0% |
| YTD | +63.9% | -4.7% | +68.6% | +61.2% |
| 1Y | +80.4% | +5.7% | +74.7% | +66.4% |
| 3Y | +58.1% | +104.0% | -45.8% | -16.4% |
| All | +58.1% | +101.1% | -42.9% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling