+1,733.0%
SWKS vs XHB
+173.9%
+1,559.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +2.9% |
| 7D | +12.5% | -1.3% | +13.8% | +13.5% |
| 30D | +10.5% | -6.9% | +17.4% | +15.8% |
| 3M | -7.4% | -1.3% | -6.1% | -7.1% |
| 6M | +32.7% | -6.8% | +39.5% | +36.9% |
| YTD | +19.2% | +0.7% | +18.4% | +16.4% |
| 1Y | +2.4% | -11.2% | +13.6% | +8.7% |
| 3Y | -25.6% | +25.3% | -51.0% | -38.0% |
| 5Y | -53.4% | +37.3% | -90.7% | -63.6% |
| 10Y | +23.2% | +211.5% | -188.4% | -44.2% |
| All | +1,733.0% | +173.9% | +1,559.1% | +664.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling