+167.2%
XLE vs SWK
+30.0%
+137.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.1% |
| 7D | -10.3% | +11.3% | -21.6% | -14.0% |
| 30D | -3.3% | +28.1% | -31.4% | -11.9% |
| 3M | +8.2% | +12.6% | -4.4% | +2.8% |
| 6M | +5.0% | +51.7% | -46.7% | -11.5% |
| YTD | +40.6% | +60.0% | -19.4% | +14.2% |
| 1Y | +45.0% | +72.7% | -27.7% | +13.9% |
| 3Y | +56.3% | +46.3% | +10.0% | +23.8% |
| 5Y | +152.2% | -24.6% | +176.9% | +161.0% |
| All | +167.2% | +30.0% | +137.2% | +106.2% |
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