+23.2%
XBI vs SWK
-38.5%
+61.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +2.9% | -8.9% | +11.8% | +6.2% |
| 3M | +26.2% | +20.5% | +5.7% | +17.6% |
| 6M | +30.7% | +27.1% | +3.6% | +18.9% |
| YTD | +32.9% | +30.2% | +2.8% | +19.0% |
| 1Y | +72.3% | +24.8% | +47.5% | +55.9% |
| 3Y | +107.2% | +16.3% | +90.9% | +84.8% |
| 5Y | +23.2% | -40.1% | +63.3% | +27.1% |
| All | +23.2% | -38.5% | +61.6% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling