+35.3%
SWKS vs XME
+270.2%
-234.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +1.0% |
| 7D | -3.1% | -0.2% | -3.0% | -3.3% |
| 30D | +8.3% | -9.2% | +17.5% | +14.0% |
| 3M | +20.2% | -17.8% | +38.0% | +33.1% |
| 6M | +24.9% | -20.0% | +45.0% | +40.3% |
| YTD | +33.2% | -6.6% | +39.7% | +33.5% |
| 1Y | +23.6% | +1.8% | +21.8% | +17.3% |
| 3Y | +1.3% | +98.7% | -97.5% | -36.9% |
| 5Y | -40.6% | +123.9% | -164.5% | -66.6% |
| 10Y | +35.3% | +277.9% | -242.6% | -51.9% |
| All | +35.3% | +270.2% | -234.9% | -51.9% |
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