+217.7%
XLF vs SWK
+18.1%
+199.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +2.7% | -1.4% | +4.0% | +3.2% |
| 30D | +7.6% | +25.5% | -17.8% | -1.5% |
| 3M | +1.1% | +11.8% | -10.7% | -3.6% |
| 6M | +15.9% | +48.7% | -32.8% | -1.7% |
| YTD | +8.4% | +57.2% | -48.7% | -11.1% |
| 1Y | +12.5% | +75.3% | -62.8% | -11.9% |
| 3Y | +81.6% | +51.9% | +29.6% | +41.5% |
| 5Y | +59.3% | -30.7% | +90.0% | +72.8% |
| All | +217.7% | +18.1% | +199.6% | +139.8% |
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