+24.0%
SWKS vs XHB
-1.6%
+25.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.7% |
| 7D | -3.1% | +1.2% | -4.3% | -3.7% |
| 30D | +8.3% | +8.9% | -0.5% | +4.6% |
| 3M | +20.2% | -4.2% | +24.4% | +21.9% |
| 6M | +24.9% | +1.4% | +23.6% | +23.5% |
| YTD | +33.2% | +1.2% | +31.9% | +30.1% |
| All | +24.0% | -1.6% | +25.6% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling