+1.3%
SWKS vs XYL
+3.5%
-2.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.0% |
| 7D | -3.1% | +0.6% | -3.7% | -3.6% |
| 30D | +8.3% | -5.7% | +14.0% | +9.6% |
| 3M | +20.2% | -19.8% | +40.0% | +34.4% |
| 6M | +24.9% | -14.2% | +39.1% | +32.3% |
| YTD | +33.2% | -28.1% | +61.2% | +57.8% |
| 1Y | +23.6% | -35.0% | +58.6% | +59.1% |
| 3Y | +1.3% | +2.1% | -0.8% | -15.0% |
| All | +1.3% | +3.5% | -2.2% | -15.0% |
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 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