+1,090.8%
XLI vs SWK
+770.2%
+320.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +0.9% | -2.3% | +3.2% | +1.9% |
| 30D | +1.1% | +30.4% | -29.3% | -10.6% |
| 3M | -7.7% | +12.1% | -19.8% | -12.9% |
| 6M | -1.8% | +49.1% | -50.9% | -18.8% |
| YTD | +11.1% | +60.4% | -49.4% | -11.9% |
| 1Y | +12.1% | +78.3% | -66.2% | -15.4% |
| 3Y | +73.8% | +53.3% | +20.5% | +32.0% |
| 5Y | +73.8% | -27.0% | +100.7% | +76.7% |
| 10Y | +231.7% | +20.8% | +210.9% | +147.7% |
| All | +1,090.8% | +770.2% | +320.6% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling