+174.3%
XLE vs SWK
+2.4%
+171.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +2.2% | -0.4% | +2.7% | +2.3% |
| 30D | +11.8% | -5.7% | +17.5% | +13.9% |
| 3M | +9.8% | +24.1% | -14.2% | +0.4% |
| 6M | +15.6% | +24.7% | -9.1% | +4.1% |
| YTD | +45.3% | +33.9% | +11.3% | +26.5% |
| 1Y | +48.3% | +34.7% | +13.6% | +27.7% |
| 3Y | +55.4% | +15.3% | +40.2% | +34.9% |
| 5Y | +216.1% | -39.3% | +255.4% | +257.3% |
| All | +174.3% | +2.4% | +171.9% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling