+74.2%
XLI vs SWK
+53.9%
+20.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +3.0% |
| 7D | -0.5% | +10.7% | -11.2% | -3.5% |
| 30D | -0.2% | +33.3% | -33.6% | -8.3% |
| 3M | -8.6% | +14.7% | -23.2% | -12.3% |
| 6M | -2.0% | +48.5% | -50.5% | -13.1% |
| YTD | +9.7% | +63.9% | -54.1% | -5.9% |
| 1Y | +11.4% | +80.4% | -69.0% | -7.1% |
| 3Y | +74.2% | +58.1% | +16.1% | +43.4% |
| All | +74.2% | +53.9% | +20.3% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling