-25.3%
SWK vs XME
+118.5%
-143.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.4% |
| 7D | +11.3% | -0.2% | +11.5% | +11.2% |
| 30D | +31.5% | -9.2% | +40.6% | +37.3% |
| 3M | +14.4% | -17.8% | +32.2% | +25.5% |
| 6M | +46.4% | -20.0% | +66.5% | +61.4% |
| YTD | +61.6% | -6.6% | +68.2% | +61.9% |
| 1Y | +78.7% | +1.8% | +77.0% | +70.5% |
| 3Y | +54.4% | +98.7% | -44.3% | -1.4% |
| 5Y | -25.3% | +123.9% | -149.2% | -56.2% |
| All | -25.3% | +118.5% | -143.8% | -56.2% |
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