+10.7%
XLI vs SWK
+77.0%
-66.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -1.5% | +11.3% | -12.8% | -4.6% |
| 30D | -0.3% | +31.5% | -31.8% | -8.6% |
| 3M | -8.4% | +14.4% | -22.8% | -12.2% |
| 6M | -2.1% | +46.4% | -48.5% | -14.0% |
| YTD | +9.6% | +61.6% | -51.9% | -7.7% |
| 1Y | +10.7% | +78.7% | -68.1% | -9.3% |
| All | +10.7% | +77.0% | -66.3% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling