-43.6%
SWKS vs XOP
+76.5%
-120.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -6.2% | -14.7% | +8.6% | +0.4% |
| 30D | -1.5% | -7.7% | +6.2% | +1.6% |
| 3M | +23.0% | +4.4% | +18.5% | +20.3% |
| 6M | +27.6% | +3.5% | +24.1% | +24.3% |
| YTD | +32.3% | +39.4% | -7.1% | +11.4% |
| 1Y | +20.1% | +39.8% | -19.7% | +0.8% |
| 3Y | +0.6% | +29.7% | -29.0% | -14.4% |
| All | -43.6% | +76.5% | -120.1% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 5y: compounded portfolio wealth divided by compounded XOP 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…
5y analysis · Full analysis span regression · 6 months rolling