+0.6%
SWKS vs XRT
+49.6%
-48.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.6% |
| 7D | -6.2% | +0.9% | -7.0% | -7.4% |
| 30D | -1.5% | +7.9% | -9.4% | -8.5% |
| 3M | +23.0% | -0.2% | +23.1% | +21.8% |
| 6M | +27.6% | +5.6% | +22.0% | +19.4% |
| YTD | +32.3% | +5.7% | +26.6% | +23.3% |
| 1Y | +20.1% | +14.6% | +5.5% | +3.2% |
| 3Y | +0.6% | +50.7% | -50.0% | -31.0% |
| All | +0.6% | +49.6% | -48.9% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling