+0.6%
SWKS vs XME
+84.7%
-84.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.1% | -0.6% |
| 7D | -6.2% | -4.5% | -1.7% | -3.9% |
| 30D | -1.5% | -10.9% | +9.4% | +4.5% |
| 3M | +23.0% | -15.3% | +38.2% | +33.2% |
| 6M | +27.6% | -24.6% | +52.2% | +47.2% |
| YTD | +32.3% | -9.6% | +41.9% | +33.0% |
| 1Y | +20.1% | +2.9% | +17.2% | +10.0% |
| 3Y | +0.6% | +86.9% | -86.3% | -43.8% |
| All | +0.6% | +84.7% | -84.0% | -43.8% |
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