+1,472.6%
XLK vs SWK
+626.4%
+846.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | +0.7% | -5.7% | +6.5% | +3.1% |
| 3M | -2.9% | +24.1% | -27.0% | -11.4% |
| 6M | +34.3% | +24.7% | +9.5% | +21.4% |
| YTD | +30.4% | +33.9% | -3.5% | +13.8% |
| 1Y | +43.4% | +34.7% | +8.7% | +23.8% |
| 3Y | +116.8% | +15.3% | +101.6% | +89.5% |
| 5Y | +144.0% | -39.3% | +183.3% | +168.7% |
| 10Y | +778.8% | +2.5% | +776.3% | +613.2% |
| All | +1,472.6% | +626.4% | +846.2% | +364.9% |
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 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