+20.8%
SWK vs XPO
+1,289.5%
-1,268.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -2.3% | +0.5% | -2.8% | -2.6% |
| 30D | +30.4% | +4.7% | +25.7% | +27.8% |
| 3M | +12.1% | -7.1% | +19.2% | +14.8% |
| 6M | +49.1% | -6.3% | +55.3% | +51.4% |
| YTD | +60.4% | +39.1% | +21.4% | +39.1% |
| 1Y | +78.3% | +36.7% | +41.6% | +55.5% |
| 3Y | +53.3% | +127.4% | -74.1% | +4.3% |
| 5Y | -27.0% | +315.0% | -341.9% | -63.2% |
| 10Y | +20.8% | +1,263.5% | -1,242.6% | -58.0% |
| All | +20.8% | +1,289.5% | -1,268.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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