+164.2%
XLB vs SWK
+18.1%
+146.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.5% | -1.4% | +1.9% | +1.1% |
| 30D | +5.2% | +25.5% | -20.3% | -4.3% |
| 3M | +0.3% | +11.8% | -11.5% | -4.5% |
| 6M | +1.2% | +48.7% | -47.5% | -14.5% |
| YTD | +16.6% | +57.2% | -40.5% | -4.6% |
| 1Y | +21.4% | +75.3% | -53.8% | -5.2% |
| 3Y | +43.2% | +51.9% | -8.7% | +12.4% |
| 5Y | +28.0% | -30.7% | +58.8% | +37.7% |
| All | +164.2% | +18.1% | +146.0% | +100.5% |
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