+160.6%
XLB vs SWK
+2.4%
+158.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -1.4% | -0.4% | -0.9% | -1.2% |
| 30D | -0.4% | -5.7% | +5.3% | +1.9% |
| 3M | +2.0% | +24.1% | -22.1% | -6.9% |
| 6M | +1.8% | +24.7% | -22.9% | -7.8% |
| YTD | +16.6% | +33.9% | -17.4% | +2.1% |
| 1Y | +16.9% | +34.7% | -17.7% | +1.5% |
| 3Y | +32.6% | +15.3% | +17.3% | +16.9% |
| 5Y | +35.6% | -39.3% | +74.9% | +53.6% |
| All | +160.6% | +2.4% | +158.2% | +114.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling