+103.5%
XLK vs SWK
-25.5%
+129.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | -8.2% | +11.0% | -19.3% | -11.4% |
| 30D | -18.2% | +30.1% | -48.3% | -24.9% |
| 3M | -11.0% | +14.7% | -25.7% | -15.1% |
| 6M | -2.9% | +44.5% | -47.4% | -14.1% |
| YTD | +14.8% | +59.4% | -44.5% | -2.5% |
| 1Y | +14.5% | +77.5% | -63.0% | -6.3% |
| 3Y | +94.2% | +49.5% | +44.7% | +59.2% |
| All | +103.5% | -25.5% | +129.0% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling