+341.4%
SWKS vs XYL
+449.8%
-108.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.6% | +4.8% |
| 7D | +12.5% | -5.0% | +17.6% | +16.2% |
| 30D | +10.5% | -13.2% | +23.7% | +20.8% |
| 3M | -7.4% | -3.7% | -3.7% | -6.0% |
| 6M | +32.7% | -17.7% | +50.4% | +48.6% |
| YTD | +19.2% | -21.5% | +40.7% | +36.9% |
| 1Y | +2.4% | -24.5% | +26.9% | +20.8% |
| 3Y | -25.6% | +6.9% | -32.6% | -30.8% |
| 5Y | -53.4% | -18.1% | -35.4% | -49.7% |
| 10Y | +23.2% | +134.7% | -111.6% | -35.7% |
| All | +341.4% | +449.8% | -108.4% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling