+233.0%
XLI vs SWK
+29.6%
+203.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.8% | +11.0% | -13.9% | -7.2% |
| 30D | -3.1% | +30.1% | -33.1% | -13.2% |
| 3M | -11.7% | +14.7% | -26.4% | -17.0% |
| 6M | -7.6% | +44.5% | -52.1% | -21.2% |
| YTD | +5.7% | +59.4% | -53.7% | -14.2% |
| 1Y | +7.8% | +77.5% | -69.7% | -16.4% |
| 3Y | +67.4% | +49.5% | +17.9% | +31.5% |
| 5Y | +64.8% | -24.9% | +89.7% | +71.4% |
| All | +233.0% | +29.6% | +203.4% | +151.1% |
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