+2.4%
XLB vs SWK
+55.2%
-52.8%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -3.4% |
| 3M | -0.1% | +12.6% | -12.7% | -4.2% |
| 6M | +2.4% | +51.7% | -49.3% | -12.8% |
| All | +2.4% | +55.2% | -52.8% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling