+251.0%
XLF vs SWK
+3.3%
+247.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +0.2% | -5.7% | +5.9% | +2.3% |
| 3M | +11.7% | +24.1% | -12.4% | +2.0% |
| 6M | +13.8% | +24.7% | -10.9% | +2.9% |
| YTD | +7.0% | +33.9% | -26.9% | -6.4% |
| 1Y | +9.1% | +34.7% | -25.5% | -5.5% |
| 3Y | +75.6% | +15.3% | +60.3% | +53.3% |
| 5Y | +66.4% | -39.3% | +105.7% | +89.3% |
| All | +251.0% | +3.3% | +247.7% | +181.1% |
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