+418.7%
XLF vs SWK
+767.5%
-348.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -1.6% |
| 7D | +1.0% | +11.3% | -10.3% | -4.6% |
| 30D | +6.5% | +28.1% | -21.6% | -6.3% |
| 3M | -0.5% | +12.6% | -13.1% | -7.0% |
| 6M | +12.2% | +51.7% | -39.5% | -10.6% |
| YTD | +6.3% | +60.0% | -53.7% | -19.0% |
| 1Y | +11.0% | +72.7% | -61.6% | -18.9% |
| 3Y | +78.3% | +46.3% | +32.0% | +30.7% |
| 5Y | +56.6% | -24.6% | +81.2% | +54.4% |
| 10Y | +254.6% | +32.2% | +222.3% | +129.2% |
| All | +418.7% | +767.5% | -348.8% | +15.5% |
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