+0.6%
SWKS vs XYL
+5.2%
-4.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.3% |
| 7D | -6.2% | +5.9% | -12.0% | -9.2% |
| 30D | -1.5% | -3.9% | +2.4% | -1.4% |
| 3M | +23.0% | -18.7% | +41.6% | +36.5% |
| 6M | +27.6% | -16.9% | +44.5% | +38.4% |
| YTD | +32.3% | -27.4% | +59.7% | +56.2% |
| 1Y | +20.1% | -34.0% | +54.1% | +53.4% |
| 3Y | +0.6% | +5.6% | -4.9% | -21.4% |
| All | +0.6% | +5.2% | -4.6% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling