+152.2%
XLE vs SWK
-25.4%
+177.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.6% |
| 7D | -10.3% | +11.3% | -21.6% | -11.8% |
| 30D | -3.3% | +28.1% | -31.4% | -6.8% |
| 3M | +8.2% | +12.6% | -4.4% | +6.1% |
| 6M | +5.0% | +51.7% | -46.7% | -2.3% |
| YTD | +40.6% | +60.0% | -19.4% | +28.6% |
| 1Y | +45.0% | +72.7% | -27.7% | +30.5% |
| 3Y | +56.3% | +46.3% | +10.0% | +41.2% |
| 5Y | +152.2% | -24.6% | +176.9% | +141.7% |
| All | +152.2% | -25.4% | +177.7% | +141.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling