+26.1%
SWKS vs XYL
-15.6%
+41.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.8% | +7.7% | +6.0% |
| 7D | +5.7% | -5.9% | +11.6% | +5.7% |
| 30D | +17.3% | -7.3% | +24.6% | +16.8% |
| 3M | +28.3% | -22.5% | +50.8% | +35.1% |
| 6M | +26.1% | -14.4% | +40.5% | +22.9% |
| All | +26.1% | -15.6% | +41.7% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling