+23.3%
XLB vs SWK
+76.3%
-53.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -1.6% | -2.3% | +0.7% | -0.9% |
| 30D | +7.2% | +30.4% | -23.2% | -1.6% |
| 3M | 0.0% | +12.1% | -12.1% | -3.8% |
| 6M | +2.3% | +49.1% | -46.8% | -10.4% |
| YTD | +18.4% | +60.4% | -42.0% | -0.4% |
| 1Y | +23.3% | +78.3% | -55.0% | -0.2% |
| All | +23.3% | +76.3% | -53.0% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling