+67.2%
XLI vs SWK
+46.5%
+20.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.4% |
| 7D | -4.5% | +11.3% | -15.8% | -7.5% |
| 30D | -5.3% | +28.1% | -33.4% | -12.0% |
| 3M | -12.6% | +12.6% | -25.2% | -15.8% |
| 6M | -5.3% | +51.7% | -57.0% | -16.6% |
| YTD | +5.6% | +60.0% | -54.4% | -8.9% |
| 1Y | +7.3% | +72.7% | -65.4% | -9.5% |
| All | +67.2% | +46.5% | +20.7% | +39.6% |
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