+243.8%
XLF vs SWK
+29.6%
+214.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | +11.0% | -9.9% | -3.0% |
| 30D | +6.3% | +30.1% | -23.7% | -4.0% |
| 3M | -0.8% | +14.7% | -15.4% | -6.3% |
| 6M | +11.0% | +44.5% | -33.5% | -4.8% |
| YTD | +5.6% | +59.4% | -53.7% | -13.8% |
| 1Y | +10.8% | +77.5% | -66.7% | -13.6% |
| 3Y | +77.8% | +49.5% | +28.3% | +39.7% |
| 5Y | +55.6% | -24.9% | +80.5% | +62.2% |
| All | +243.8% | +29.6% | +214.3% | +154.3% |
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