-38.7%
SWKS vs XHB
+32.7%
-71.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.0% | +6.0% |
| 7D | +5.7% | -4.1% | +9.8% | +8.8% |
| 30D | +17.3% | +9.6% | +7.7% | +8.8% |
| 3M | +28.3% | -6.0% | +34.3% | +32.7% |
| 6M | +26.1% | +2.2% | +23.9% | +21.5% |
| YTD | +41.1% | +1.1% | +39.9% | +34.9% |
| 1Y | +31.4% | -1.7% | +33.1% | +28.5% |
| 3Y | +7.3% | +36.5% | -29.2% | -22.1% |
| All | -38.7% | +32.7% | -71.4% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling