-43.0%
SWKS vs XRT
-3.3%
-39.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.8% | +0.2% |
| 7D | -9.2% | +2.3% | -11.5% | -11.3% |
| 30D | -1.9% | +9.8% | -11.7% | -9.8% |
| 3M | +21.2% | -0.2% | +21.4% | +20.0% |
| 6M | +12.9% | +8.4% | +4.5% | +3.9% |
| YTD | +30.7% | +7.5% | +23.2% | +21.0% |
| 1Y | +14.1% | +13.2% | +1.0% | +1.0% |
| 3Y | -1.7% | +52.0% | -53.7% | -31.9% |
| 5Y | -43.0% | -3.2% | -39.8% | -48.1% |
| All | -43.0% | -3.3% | -39.7% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling