+2.4%
SWKS vs XYL
-23.4%
+25.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.6% | +4.3% |
| 7D | +12.5% | -5.0% | +17.6% | +14.7% |
| 30D | +10.5% | -13.2% | +23.7% | +16.6% |
| 3M | -7.4% | -3.7% | -3.7% | -7.3% |
| 6M | +32.7% | -17.7% | +50.4% | +41.7% |
| YTD | +19.2% | -21.5% | +40.7% | +27.8% |
| 1Y | +2.4% | -24.5% | +26.9% | +16.0% |
| All | +2.4% | -23.4% | +25.8% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling