+50.8%
SWKS vs XRT
+136.4%
-85.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | +9.4% | +1.7% | +7.7% | +7.9% |
| 30D | +17.0% | +7.5% | +9.5% | +10.0% |
| 3M | +28.9% | +2.2% | +26.7% | +25.3% |
| 6M | +33.1% | +14.7% | +18.5% | +18.6% |
| YTD | +44.8% | +7.5% | +37.3% | +35.0% |
| 1Y | +36.2% | +14.1% | +22.1% | +21.2% |
| 3Y | +11.5% | +58.8% | -47.3% | -21.7% |
| 5Y | -37.1% | -3.9% | -33.1% | -38.1% |
| All | +50.8% | +136.4% | -85.5% | -35.8% |
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