+226.1%
XLI vs SWK
+18.1%
+208.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +3.8% | -1.4% | +5.1% | +4.3% |
| 30D | +1.0% | +25.5% | -24.4% | -8.2% |
| 3M | -8.9% | +11.8% | -20.7% | -13.5% |
| 6M | -2.3% | +48.7% | -51.0% | -17.7% |
| YTD | +9.7% | +57.2% | -47.5% | -10.5% |
| 1Y | +12.3% | +75.3% | -63.0% | -12.5% |
| 3Y | +71.5% | +51.9% | +19.5% | +33.7% |
| 5Y | +70.2% | -30.7% | +100.9% | +84.3% |
| All | +226.1% | +18.1% | +208.0% | +150.3% |
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