+32.1%
SWKS vs XYL
+129.0%
-96.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.5% |
| 7D | -6.2% | +5.9% | -12.0% | -9.8% |
| 30D | -1.5% | -3.9% | +2.4% | -1.1% |
| 3M | +23.0% | -18.7% | +41.6% | +36.8% |
| 6M | +27.6% | -16.9% | +44.5% | +39.0% |
| YTD | +32.3% | -27.4% | +59.7% | +55.9% |
| 1Y | +20.1% | -34.0% | +54.1% | +50.9% |
| 3Y | +0.6% | +5.6% | -4.9% | -7.8% |
| 5Y | -42.3% | -20.6% | -21.8% | -38.0% |
| All | +32.1% | +129.0% | -96.9% | -18.3% |
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