-37.0%
SWKS vs XPO
+313.2%
-350.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +10.9% | +6.9% | +4.0% | +8.3% |
| 30D | +17.6% | +4.1% | +13.5% | +15.7% |
| 3M | +29.2% | -9.7% | +38.9% | +33.1% |
| 6M | +37.0% | -3.8% | +40.7% | +37.6% |
| YTD | +44.9% | +38.8% | +6.2% | +26.9% |
| 1Y | +33.8% | +34.2% | -0.4% | +18.2% |
| 3Y | +10.2% | +126.9% | -116.7% | -25.3% |
| 5Y | -37.0% | +297.5% | -334.5% | -69.9% |
| All | -37.0% | +313.2% | -350.2% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling