+50.8%
SWKS vs XME
+260.6%
-209.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.8% |
| 7D | +9.4% | +0.3% | +9.1% | +9.1% |
| 30D | +17.0% | -6.1% | +23.1% | +20.8% |
| 3M | +28.9% | -18.6% | +47.6% | +43.6% |
| 6M | +33.1% | -23.9% | +57.0% | +53.7% |
| YTD | +44.8% | -9.3% | +54.1% | +47.6% |
| 1Y | +36.2% | +1.8% | +34.4% | +29.2% |
| 3Y | +11.5% | +93.0% | -81.5% | -29.5% |
| 5Y | -37.1% | +107.0% | -144.1% | -63.0% |
| All | +50.8% | +260.6% | -209.7% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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