+16.2%
XLK vs SWK
+79.5%
-63.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.1% |
| 7D | -1.9% | +10.7% | -12.6% | -3.9% |
| 30D | -14.0% | +33.3% | -47.4% | -19.5% |
| 3M | -9.0% | +14.7% | -23.7% | -11.6% |
| 6M | -2.4% | +48.5% | -50.9% | -11.1% |
| YTD | +19.1% | +63.9% | -44.8% | +4.8% |
| All | +16.2% | +79.5% | -63.3% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling