+67.4%
XLI vs SWK
+46.0%
+21.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.8% | +11.0% | -13.9% | -5.9% |
| 30D | -3.1% | +30.1% | -33.1% | -10.4% |
| 3M | -11.7% | +14.7% | -26.4% | -15.4% |
| 6M | -7.6% | +44.5% | -52.1% | -17.4% |
| YTD | +5.7% | +59.4% | -53.7% | -8.7% |
| 1Y | +7.8% | +77.5% | -69.7% | -9.7% |
| 3Y | +67.4% | +49.5% | +17.9% | +39.9% |
| All | +67.4% | +46.0% | +21.4% | +39.9% |
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