+139.4%
XBI vs SWK
+21.9%
+117.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -1.8% | -2.3% | +0.5% | -0.9% |
| 30D | +3.2% | +30.4% | -27.2% | -6.8% |
| 3M | -1.1% | +12.1% | -13.3% | -5.7% |
| 6M | +16.1% | +49.1% | -33.0% | -1.0% |
| YTD | +28.3% | +60.4% | -32.1% | +5.1% |
| 1Y | +37.7% | +78.3% | -40.6% | +8.0% |
| 3Y | +134.9% | +53.3% | +81.6% | +87.2% |
| 5Y | +24.5% | -27.0% | +51.5% | +28.0% |
| 10Y | +139.4% | +20.8% | +118.5% | +78.0% |
| All | +139.4% | +21.9% | +117.5% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling