+1,645.1%
SWKS vs XRT
+514.3%
+1,130.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +2.7% |
| 7D | +12.5% | +0.8% | +11.7% | +11.8% |
| 30D | +10.5% | -4.2% | +14.7% | +14.4% |
| 3M | -7.4% | +5.1% | -12.5% | -11.3% |
| 6M | +32.7% | +2.4% | +30.2% | +29.5% |
| YTD | +19.2% | +3.2% | +16.0% | +15.5% |
| 1Y | +2.4% | +1.5% | +0.9% | +0.6% |
| 3Y | -25.6% | +40.6% | -66.2% | -44.1% |
| 5Y | -53.4% | -1.0% | -52.4% | -54.3% |
| 10Y | +23.2% | +128.4% | -105.3% | -47.8% |
| All | +1,645.1% | +514.3% | +1,130.8% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling