+31.6%
XLB vs SWK
-25.4%
+57.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.1% |
| 7D | -0.4% | +11.3% | -11.6% | -3.9% |
| 30D | +5.2% | +28.1% | -22.9% | -3.1% |
| 3M | -0.1% | +12.6% | -12.7% | -4.2% |
| 6M | +2.4% | +51.7% | -49.3% | -11.1% |
| YTD | +16.9% | +60.0% | -43.1% | -1.0% |
| 1Y | +25.0% | +72.7% | -47.6% | +3.2% |
| 3Y | +40.7% | +46.3% | -5.6% | +17.5% |
| 5Y | +31.6% | -24.6% | +56.2% | +33.4% |
| All | +31.6% | -25.4% | +57.1% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling