-43.6%
SWKS vs XRT
-5.3%
-38.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.6% |
| 7D | -6.2% | +0.9% | -7.0% | -7.3% |
| 30D | -1.5% | +7.9% | -9.4% | -8.2% |
| 3M | +23.0% | -0.2% | +23.1% | +21.7% |
| 6M | +27.6% | +5.6% | +22.0% | +20.0% |
| YTD | +32.3% | +5.7% | +26.6% | +24.1% |
| 1Y | +20.1% | +14.6% | +5.5% | +5.0% |
| 3Y | +0.6% | +50.7% | -50.0% | -29.8% |
| All | -43.6% | -5.3% | -38.2% | -47.7% |
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