+330.9%
SWK vs XME
+161.1%
+169.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.0% | +0.2% |
| 7D | +11.3% | -10.5% | +21.8% | +17.3% |
| 30D | +28.1% | -16.5% | +44.6% | +39.2% |
| 3M | +12.6% | -19.2% | +31.7% | +24.0% |
| 6M | +51.7% | -23.8% | +75.5% | +70.7% |
| YTD | +60.0% | -12.6% | +72.5% | +66.8% |
| 1Y | +72.7% | -0.1% | +72.8% | +68.2% |
| 3Y | +46.3% | +79.3% | -32.9% | +5.2% |
| 5Y | -24.6% | +108.2% | -132.8% | -51.0% |
| 10Y | +32.2% | +292.6% | -260.3% | -39.7% |
| All | +330.9% | +161.1% | +169.8% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling