+164.0%
XBI vs SWKS
+34.8%
+129.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.2% |
| 7D | -3.6% | +6.8% | -10.4% | -6.0% |
| 30D | +0.9% | +11.3% | -10.4% | -3.3% |
| 3M | +21.4% | +4.1% | +17.4% | +18.3% |
| 6M | +25.5% | +39.7% | -14.2% | +6.3% |
| YTD | +30.8% | +23.2% | +7.6% | +15.5% |
| 1Y | +68.6% | +5.3% | +63.3% | +57.5% |
| 3Y | +103.9% | -15.1% | +119.0% | +95.0% |
| 5Y | +20.8% | -50.3% | +71.1% | +42.9% |
| 10Y | +164.0% | +42.3% | +121.6% | +93.4% |
| All | +164.0% | +34.8% | +129.2% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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