+1.3%
SWKS vs XME
+99.4%
-98.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.9% |
| 7D | -3.1% | -0.2% | -3.0% | -3.2% |
| 30D | +8.3% | -9.2% | +17.5% | +13.7% |
| 3M | +20.2% | -17.8% | +38.0% | +32.5% |
| 6M | +24.9% | -20.0% | +45.0% | +39.5% |
| YTD | +33.2% | -6.6% | +39.7% | +31.4% |
| 1Y | +23.6% | +1.8% | +21.8% | +14.6% |
| 3Y | +1.3% | +98.7% | -97.5% | -44.2% |
| All | +1.3% | +99.4% | -98.1% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling