+736.5%
XLK vs SWK
+17.8%
+718.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.5% |
| 7D | +7.0% | -2.0% | +9.0% | +7.8% |
| 30D | -11.5% | +24.6% | -36.1% | -18.7% |
| 3M | -7.9% | +10.8% | -18.7% | -11.9% |
| 6M | -0.6% | +46.1% | -46.7% | -14.5% |
| YTD | +21.1% | +56.8% | -35.7% | +0.3% |
| 1Y | +18.8% | +72.7% | -53.9% | -5.3% |
| 3Y | +97.3% | +49.9% | +47.4% | +57.1% |
| 5Y | +115.5% | -30.9% | +146.4% | +127.7% |
| All | +736.5% | +17.8% | +718.6% | +555.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling