-36.5%
SWKS vs XYL
-23.3%
-13.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +9.4% | -3.7% | +13.2% | +11.7% |
| 30D | +17.0% | -8.3% | +25.3% | +20.4% |
| 3M | +28.9% | -21.4% | +50.4% | +46.0% |
| 6M | +33.1% | -12.9% | +46.1% | +39.9% |
| YTD | +44.8% | -30.1% | +74.9% | +74.1% |
| 1Y | +36.2% | -35.2% | +71.4% | +72.8% |
| 3Y | +11.5% | -0.8% | +12.3% | +4.3% |
| All | -36.5% | -23.3% | -13.2% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling