+44.8%
XLP vs SWK
+50.4%
-5.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +13.1% | -9.7% | +2.0% |
| 7D | +5.9% | +17.9% | -12.0% | +4.1% |
| 30D | +13.5% | +31.9% | -18.5% | +10.4% |
| 3M | +8.4% | +16.6% | -8.2% | +6.6% |
| 6M | +11.5% | +61.1% | -49.6% | +6.3% |
| YTD | +20.6% | +64.2% | -43.6% | +14.5% |
| 1Y | +24.3% | +85.2% | -60.9% | +16.6% |
| All | +44.8% | +50.4% | -5.6% | +34.4% |
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