+33.8%
SWKS vs XME
+0.8%
+33.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.8% | +3.5% |
| 7D | +10.9% | +5.3% | +5.5% | +8.6% |
| 30D | +17.6% | -8.2% | +25.8% | +21.1% |
| 3M | +29.2% | -18.4% | +47.6% | +38.5% |
| 6M | +37.0% | -22.8% | +59.8% | +48.1% |
| YTD | +44.9% | -7.9% | +52.8% | +41.5% |
| 1Y | +33.8% | -0.9% | +34.7% | +25.3% |
| All | +33.8% | +0.8% | +33.1% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling