+27.6%
SWKS vs XHB
+211.6%
-184.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +2.8% |
| 7D | +12.5% | -1.3% | +13.8% | +13.6% |
| 30D | +10.5% | -6.9% | +17.4% | +16.6% |
| 3M | -7.4% | -1.3% | -6.1% | -7.2% |
| 6M | +32.7% | -6.8% | +39.5% | +37.5% |
| YTD | +19.2% | +0.7% | +18.4% | +15.5% |
| 1Y | +2.4% | -11.2% | +13.6% | +9.6% |
| 3Y | -25.6% | +25.3% | -51.0% | -41.2% |
| 5Y | -53.4% | +37.3% | -90.7% | -66.3% |
| All | +27.6% | +211.6% | -184.1% | -51.2% |
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