+24.0%
SWKS vs XYL
-34.9%
+59.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | -3.1% | +0.6% | -3.7% | -3.3% |
| 30D | +8.3% | -5.7% | +14.0% | +8.6% |
| 3M | +20.2% | -19.8% | +40.0% | +27.2% |
| 6M | +24.9% | -14.2% | +39.1% | +27.5% |
| YTD | +33.2% | -28.1% | +61.2% | +41.6% |
| All | +24.0% | -34.9% | +59.0% | +46.9% |
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