+168.8%
XLB vs SWK
+21.9%
+146.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -1.6% | -2.3% | +0.7% | -0.7% |
| 30D | +7.2% | +30.4% | -23.2% | -3.9% |
| 3M | 0.0% | +12.1% | -12.1% | -4.9% |
| 6M | +2.3% | +49.1% | -46.8% | -13.6% |
| YTD | +18.4% | +60.4% | -42.0% | -3.9% |
| 1Y | +23.3% | +78.3% | -55.0% | -4.3% |
| 3Y | +45.2% | +53.3% | -8.1% | +13.6% |
| 5Y | +31.0% | -27.0% | +57.9% | +37.5% |
| 10Y | +168.8% | +20.8% | +147.9% | +106.5% |
| All | +168.8% | +21.9% | +146.9% | +106.5% |
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