+20.1%
SWKS vs XHB
-1.4%
+21.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -6.2% | +1.3% | -7.5% | -6.8% |
| 30D | -1.5% | +7.8% | -9.3% | -4.5% |
| 3M | +23.0% | -5.5% | +28.4% | +25.5% |
| 6M | +27.6% | -2.6% | +30.2% | +28.1% |
| YTD | +32.3% | +0.4% | +32.0% | +29.8% |
| 1Y | +20.1% | -1.0% | +21.1% | +18.6% |
| All | +20.1% | -1.4% | +21.5% | +18.6% |
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