+51.0%
SWKS vs XRT
+135.4%
-84.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.6% | +4.1% |
| 7D | +10.9% | -0.4% | +11.3% | +11.0% |
| 30D | +17.6% | +7.5% | +10.1% | +10.6% |
| 3M | +29.2% | +2.3% | +26.9% | +25.4% |
| 6M | +37.0% | +12.8% | +24.1% | +23.4% |
| YTD | +44.9% | +7.1% | +37.9% | +35.5% |
| 1Y | +33.8% | +12.3% | +21.6% | +20.6% |
| 3Y | +10.2% | +57.0% | -46.8% | -22.0% |
| 5Y | -37.0% | -4.3% | -32.7% | -37.8% |
| All | +51.0% | +135.4% | -84.4% | -35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling