+125.0%
XBI vs SWKS
+49.5%
+75.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -4.3% |
| 7D | +1.9% | +10.9% | -9.0% | -1.9% |
| 30D | +3.0% | +17.6% | -14.6% | -3.0% |
| 3M | -5.1% | +29.2% | -34.3% | -15.4% |
| 6M | +12.2% | +37.0% | -24.8% | -4.2% |
| YTD | +24.1% | +44.9% | -20.8% | +1.4% |
| 1Y | +33.1% | +33.8% | -0.7% | +12.1% |
| 3Y | +127.3% | +10.2% | +117.1% | +92.2% |
| 5Y | +20.2% | -37.0% | +57.2% | +27.6% |
| All | +125.0% | +49.5% | +75.6% | +62.5% |
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