+149.4%
XBI vs SWK
+32.9%
+116.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.0% |
| 7D | +3.2% | +10.7% | -7.5% | -0.8% |
| 30D | +2.0% | +33.3% | -31.3% | -8.6% |
| 3M | -0.3% | +14.7% | -15.0% | -5.7% |
| 6M | +16.6% | +48.5% | -31.9% | -0.5% |
| YTD | +28.8% | +63.9% | -35.1% | +4.6% |
| 1Y | +44.6% | +80.4% | -35.8% | +12.9% |
| 3Y | +137.1% | +58.1% | +79.0% | +86.6% |
| 5Y | +22.8% | -24.5% | +47.2% | +24.6% |
| 10Y | +149.4% | +29.5% | +120.0% | +86.4% |
| All | +149.4% | +32.9% | +116.6% | +86.4% |
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