+40.4%
XLB vs SWK
+46.0%
-5.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | -1.5% | +11.0% | -12.5% | -4.8% |
| 30D | +6.1% | +30.1% | -24.0% | -2.4% |
| 3M | 0.0% | +14.7% | -14.6% | -4.4% |
| 6M | 0.0% | +44.5% | -44.5% | -11.4% |
| YTD | +16.0% | +59.4% | -43.4% | -0.9% |
| 1Y | +24.7% | +77.5% | -52.8% | +2.9% |
| 3Y | +40.4% | +49.5% | -9.1% | +14.9% |
| All | +40.4% | +46.0% | -5.6% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling