+46.0%
SWKS vs XYL
+104.0%
-57.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.8% | +7.7% | +7.0% |
| 7D | +5.7% | -5.9% | +11.6% | +9.5% |
| 30D | +17.3% | -7.3% | +24.6% | +20.3% |
| 3M | +28.3% | -22.5% | +50.8% | +47.0% |
| 6M | +26.1% | -14.4% | +40.5% | +34.6% |
| YTD | +41.1% | -29.4% | +70.5% | +69.0% |
| 1Y | +31.4% | -35.6% | +67.0% | +67.6% |
| 3Y | +7.3% | +0.3% | +7.0% | +1.3% |
| 5Y | -37.7% | -22.3% | -15.4% | -32.2% |
| 10Y | +46.0% | +103.2% | -57.2% | -10.4% |
| All | +46.0% | +104.0% | -57.9% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling