+47.7%
XLE vs SWK
+74.4%
-26.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.4% | -1.4% | +6.8% | +5.2% |
| 30D | -3.9% | +25.5% | -29.4% | -0.6% |
| 3M | +7.0% | +11.8% | -4.8% | +9.2% |
| 6M | +14.2% | +48.7% | -34.5% | +20.3% |
| YTD | +48.2% | +57.2% | -9.0% | +55.5% |
| 1Y | +47.7% | +75.3% | -27.6% | +53.7% |
| All | +47.7% | +74.4% | -26.7% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling