+127.5%
XLP vs SWK
+30.0%
+97.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.3% |
| 7D | +3.5% | +11.3% | -7.8% | +1.4% |
| 30D | +11.6% | +28.1% | -16.5% | +6.6% |
| 3M | +7.6% | +12.6% | -5.0% | +5.2% |
| 6M | +10.0% | +51.7% | -41.7% | +1.5% |
| YTD | +19.7% | +60.0% | -40.2% | +8.8% |
| 1Y | +23.5% | +72.7% | -49.2% | +10.5% |
| 3Y | +44.0% | +46.3% | -2.3% | +29.1% |
| 5Y | +42.7% | -24.6% | +67.3% | +44.9% |
| All | +127.5% | +30.0% | +97.5% | +108.9% |
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 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