+32.1%
SWKS vs XHB
+252.6%
-220.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.4% |
| 7D | -6.2% | +1.3% | -7.5% | -7.6% |
| 30D | -1.5% | +7.8% | -9.3% | -7.8% |
| 3M | +23.0% | -5.5% | +28.4% | +26.9% |
| 6M | +27.6% | -2.6% | +30.2% | +27.5% |
| YTD | +32.3% | +0.4% | +32.0% | +27.2% |
| 1Y | +20.1% | -1.0% | +21.1% | +16.5% |
| 3Y | +0.6% | +37.3% | -36.7% | -26.6% |
| 5Y | -42.3% | +33.7% | -76.0% | -57.7% |
| All | +32.1% | +252.6% | -220.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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