+59.3%
XLF vs SWK
-30.7%
+89.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +2.7% | -1.4% | +4.0% | +3.0% |
| 30D | +7.6% | +25.5% | -17.8% | +1.4% |
| 3M | +1.1% | +11.8% | -10.7% | -2.1% |
| 6M | +15.9% | +48.7% | -32.8% | +3.7% |
| YTD | +8.4% | +57.2% | -48.7% | -5.2% |
| 1Y | +12.5% | +75.3% | -62.8% | -4.7% |
| 3Y | +81.6% | +51.9% | +29.6% | +53.3% |
| All | +59.3% | -30.7% | +89.9% | +72.4% |
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