+2.4%
SWKS vs XRT
+3.4%
-1.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.8% |
| 7D | +12.5% | +0.8% | +11.7% | +11.8% |
| 30D | +10.5% | -4.2% | +14.7% | +14.2% |
| 3M | -7.4% | +5.1% | -12.5% | -11.1% |
| 6M | +32.7% | +2.4% | +30.2% | +29.4% |
| YTD | +19.2% | +3.2% | +16.0% | +15.0% |
| 1Y | +2.4% | +1.5% | +0.9% | -2.9% |
| All | +2.4% | +3.4% | -1.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling