+0.6%
SWKS vs XPO
+122.0%
-121.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -6.2% | -6.7% | +0.5% | -4.3% |
| 30D | -1.5% | -1.9% | +0.4% | -1.1% |
| 3M | +23.0% | -9.9% | +32.8% | +26.3% |
| 6M | +27.6% | -16.4% | +44.0% | +33.6% |
| YTD | +32.3% | +30.2% | +2.1% | +20.5% |
| 1Y | +20.1% | +29.9% | -9.8% | +9.2% |
| 3Y | +0.6% | +122.6% | -122.0% | -23.4% |
| All | +0.6% | +122.0% | -121.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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