+1,117.4%
XLI vs SWK
+626.4%
+491.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -1.1% | -0.4% | -0.6% | -0.9% |
| 30D | -5.9% | -5.7% | -0.2% | -3.6% |
| 3M | -0.3% | +24.1% | -24.3% | -9.8% |
| 6M | +0.1% | +24.7% | -24.6% | -10.2% |
| YTD | +13.6% | +33.9% | -20.4% | -1.8% |
| 1Y | +17.2% | +34.7% | -17.5% | +0.2% |
| 3Y | +68.2% | +15.3% | +52.9% | +45.6% |
| 5Y | +80.7% | -39.3% | +120.0% | +100.4% |
| 10Y | +253.3% | +2.5% | +250.8% | +185.5% |
| All | +1,117.4% | +626.4% | +491.0% | +276.1% |
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