+1,021.9%
XLE vs SWK
+790.6%
+231.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +13.1% | -17.8% | -9.8% |
| 7D | -7.2% | +17.9% | -25.1% | -13.6% |
| 30D | +0.1% | +31.9% | -31.8% | -11.0% |
| 3M | +9.2% | +16.6% | -7.4% | +1.5% |
| 6M | +8.4% | +61.1% | -52.8% | -12.8% |
| YTD | +44.9% | +64.2% | -19.3% | +13.7% |
| 1Y | +49.9% | +85.2% | -35.4% | +11.4% |
| 3Y | +61.1% | +50.2% | +10.9% | +23.3% |
| 5Y | +163.4% | -22.8% | +186.2% | +153.2% |
| 10Y | +181.4% | +35.8% | +145.6% | +99.9% |
| All | +1,021.9% | +790.6% | +231.3% | +281.9% |
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