+955.3%
XBI vs SWK
+240.5%
+714.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | +7.1% | -5.7% | +12.8% | +9.7% |
| 3M | +22.9% | +24.1% | -1.2% | +11.3% |
| 6M | +29.7% | +24.7% | +5.0% | +16.5% |
| YTD | +34.5% | +33.9% | +0.5% | +16.2% |
| 1Y | +76.1% | +34.7% | +41.4% | +50.6% |
| 3Y | +103.2% | +15.3% | +87.9% | +77.5% |
| 5Y | +22.8% | -39.3% | +62.1% | +37.0% |
| 10Y | +176.3% | +2.5% | +173.8% | +118.9% |
| All | +955.3% | +240.5% | +714.8% | +303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling