-36.7%
SWK vs XME
+176.2%
-212.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -5.7% | +6.0% | -11.7% | -8.7% |
| 3M | +24.1% | -7.7% | +31.8% | +28.4% |
| 6M | +24.7% | +1.0% | +23.8% | +22.6% |
| YTD | +33.9% | +14.6% | +19.3% | +22.0% |
| 1Y | +34.7% | +46.0% | -11.3% | +6.0% |
| 3Y | +15.3% | +127.0% | -111.7% | -29.6% |
| All | -36.7% | +176.2% | -212.9% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling