+94.2%
XLK vs SWK
+46.0%
+48.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | -8.2% | +11.0% | -19.3% | -10.8% |
| 30D | -18.2% | +30.1% | -48.3% | -23.9% |
| 3M | -11.0% | +14.7% | -25.7% | -14.4% |
| 6M | -2.9% | +44.5% | -47.4% | -12.5% |
| YTD | +14.8% | +59.4% | -44.5% | 0.0% |
| 1Y | +14.5% | +77.5% | -63.0% | -3.3% |
| 3Y | +94.2% | +49.5% | +44.7% | +62.9% |
| All | +94.2% | +46.0% | +48.2% | +62.9% |
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