+850.5%
XLB vs SWK
+790.6%
+59.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.1% | -10.6% | -3.4% |
| 7D | +3.9% | +17.9% | -14.0% | -3.9% |
| 30D | +8.9% | +31.9% | -23.1% | -4.4% |
| 3M | +4.1% | +16.6% | -12.4% | -3.4% |
| 6M | +7.3% | +61.1% | -53.8% | -14.6% |
| YTD | +20.4% | +64.2% | -43.8% | -6.1% |
| 1Y | +29.5% | +85.2% | -55.7% | -4.7% |
| 3Y | +44.9% | +50.2% | -5.3% | +10.7% |
| 5Y | +36.6% | -22.8% | +59.4% | +36.0% |
| 10Y | +183.5% | +35.8% | +147.8% | +97.0% |
| All | +850.5% | +790.6% | +59.9% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling