+139.0%
XBI vs SWKS
+31.8%
+107.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +0.1% | -3.1% | +3.2% | +1.2% |
| 30D | +0.8% | +8.3% | -7.5% | -2.1% |
| 3M | -1.9% | +20.2% | -22.1% | -10.1% |
| 6M | +15.2% | +24.9% | -9.7% | +1.7% |
| YTD | +27.3% | +33.2% | -5.9% | +7.3% |
| 1Y | +41.5% | +23.6% | +17.9% | +22.7% |
| 3Y | +133.1% | +1.3% | +131.8% | +103.5% |
| 5Y | +23.7% | -40.6% | +64.2% | +33.9% |
| 10Y | +139.0% | +35.3% | +103.7% | +80.5% |
| All | +139.0% | +31.8% | +107.1% | +80.5% |
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